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