THE SINGLE BEST STRATEGY TO USE FOR PNL

The P&L or money assertion, like the funds circulation assertion, shows adjustments in accounts around a established period of time. The balance sheet, Alternatively, is usually a snapshot, displaying what the corporate owns and owes at one instant.$begingroup$ I estimate daily pnl on a CDS place using the spread change times the CS01. Neverthele

$ In the "do the job case" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a bit)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution might be:Stack Exchange network is made up of 183 Q&A communities which includes Stack Overflow, the biggest, most trustworthy on the