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Delta Taylor VaR 97.5 DtD
| Description |
DtD difference for Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity |
Difference between Delta Taylor VaR 97.5 and Delta Taylor VaR 97.5 Previous.
$$\text{Delta Taylor VaR 97.5 DtD}=\text{Delta Taylor VaR 97.5}-\text{Delta Taylor VaR 97.5 Previous}$$