Navigation :
Delta Taylor WVaR DtD
| Description |
DtD difference for Weighted Value at Risk with contextual confidence level for the Delta sensitivity |
| Relevant context values |
|
Difference between Delta Taylor WVaR and Delta Taylor WVaR Previous.
$$\text{Delta Taylor WVaR DtD}=\text{Delta Taylor WVaR}-\text{Delta Taylor WVaR Previous}$$