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Vega Taylor VaR DtD
| Description |
DtD difference for Value at Risk with contextual confidence level for the Vega sensitivity |
| Relevant context values |
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Difference between Vega Taylor VaR and Vega Taylor VaR Previous.
$$\text{Vega Taylor VaR DtD}=\text{Vega Taylor VaR}-\text{Vega Taylor VaR Previous}$$