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Gamma Taylor WVaR 97.5 DtD
| Description |
DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity |
| Relevant context values |
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Difference between Gamma Taylor WVaR 97.5 and Gamma Taylor WVaR 97.5 Previous.
$$\text{Gamma Taylor WVaR 97.5 DtD}=\text{Gamma Taylor WVaR 97.5}-\text{Gamma Taylor WVaR 97.5 Previous}$$