☰
Navigation :

Gamma Taylor WVaR 99 DtD % Difference

Description DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Relevant context values

Difference between Gamma Taylor WVaR 99 and Gamma Taylor WVaR 99 Previous expressed in percentage.

$$\text{Gamma Taylor WVaR 99 DtD % Difference}=\frac{\text{Gamma Taylor WVaR 99}-\text{Gamma Taylor WVaR 99 Previous}}{\text{Gamma Taylor WVaR 99 Previous}}$$