5 EASY FACTS ABOUT PNL DESCRIBED

ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for supporting, but does that imply theta pnl only partly offsets Gamma pnl and not fully even when implied vol = recognized vol? Simply because assuming interest costs are zero, there is no other source of building money. $endgroup$$begingroup$ I estimate daily pnl on a CDS positi