HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

$ In the "perform scenario" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little bit)Stack Trade community is made of 183 Q&A communities such as Stack Overflow, the most important, most dependable on line Local community for developers to find out, share their information, and build their Occupations. Pay a

$begingroup$ I'm not sure what you necessarily mean by "cross" effects - the only correlation is that they the two are capabilities from the improve in underlying ($Delta S$)The portfolio of bonds could have a selected DV01, that can be utilized to compute the PnL. Can anyone tell me if this is right or is there one thing additional? For equities i