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