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The smart Trick of pnl That Nobody is Discussing

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Would be the calculations right? I thought which the netPnl need to be generally the exact same - whatever the valuation sort I'm specially considering how the "cross-consequences"* amongst delta and gamma are handled and would like to see a simple numerical illustration if that is feasible. Many thanks ahead https://www.youtube.com/watch?v=qMmsQ4kKgY4

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