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Vega Taylor ES 99 DtD % Difference
| Description |
DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity |
Difference between Vega Taylor ES 99 and Vega Taylor ES 99 Previous expressed in percentage.
$$\text{Vega Taylor ES 99 DtD % Difference}=\frac{\text{Vega Taylor ES 99}-\text{Vega Taylor ES 99 Previous}}{\text{Vega Taylor ES 99 Previous}}$$