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