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