HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

Your browser isn’t supported any more. Update it to have the ideal YouTube knowledge and our newest functions. Learn moreThe portfolio of bonds will likely have a selected DV01, which can be utilized to compute the PnL. Can another person tell me if this is true or is there some thing far more? For equities it ought to be just a simple sum of inv

It's also possible to analyse the skewness and kurtosis of your time period PnL by having third and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 sequence with equivalent expectation and variance, you will desire the one with optimistic skew or decreased kurtosis, but maybe not with regards to the self-confidence of the