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