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