Navigation :
Gamma Taylor VaE 97.5 DtD
| Description |
DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity |
Difference between Gamma Taylor VaE 97.5 and Gamma Taylor VaE 97.5 Previous.
$$\text{Gamma Taylor VaE 97.5 DtD}=\text{Gamma Taylor VaE 97.5}-\text{Gamma Taylor VaE 97.5 Previous}$$