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Vanna Taylor ES DtD % Difference
| Description |
DtD difference in % for Expected Shortfall with contextual confidence level for the Vanna sensitivity |
| Relevant context values |
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Difference between Vanna Taylor ES and Vanna Taylor ES Previous expressed in percentage.
$$\text{Vanna Taylor ES DtD % Difference}=\frac{\text{Vanna Taylor ES}-\text{Vanna Taylor ES Previous}}{\text{Vanna Taylor ES Previous}}$$