Vanna Taylor VaE 97.5 DtD

Description DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity

Difference between Vanna Taylor VaE 97.5 and Vanna Taylor VaE 97.5 Previous.

$$\text{Vanna Taylor VaE 97.5 DtD}=\text{Vanna Taylor VaE 97.5}-\text{Vanna Taylor VaE 97.5 Previous}$$