I found a significant miscalculation within a paper written by my professor's former pupil. To whom ought to I report my results?
Si intentas una manera de abordar un problema y no obtienes los resultados que esperabas, intenta algo diferente, y sigue variando tu comportamiento hasta que consigas la respuesta que estabas buscando.
$begingroup$ Should you have a time series of gathered/on going PnL figures, $X_t$, you have to be cautious to transform these into a additional stationary info number of interval PnL alterations (most likely day by day adjustments):
Nivel Egres: Within the viewpoint of gamma pnl, The one thing that issues is the adjust in your asset price tag. Frequency is irrelevant - you are able to rebalance at different time periods or when delta exceeds a threshold or many other issues - it continues to be an approximation of continual integral and your expected P&L could be precisely the same.
Para ello tenemos que pensar en algo que realmente haga cambiar nuestra conducta habitual ante una situación, algo que sea aparentemente imposible.
Partimos de la premisa que no se puede no comunicar. La comunicación que mantenemos con nuestro entorno es constante, siempre estamos comunicando y las palabras son, muchas veces, la parte menos importante del acto comunicativo.
$begingroup$ Underneath the assumptions of GBM - particularly that periodic returns are unbiased of each other - then hedging frequency may have 0 effect on the expected P/L after some time.
$begingroup$ I estimate each day pnl with a CDS posture utilizing the spread change occasions the CS01. Nonetheless I want to estimate the PnL for an extended trade which has long gone from the 5Y CDS to your 4Y with linked coupon payments. Lets think about:
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– Will Commented Nov 24, 2024 at 22:15 $begingroup$ I am not an accountant but I believe that these questions have much more to complete with conventions and getting steady in order to explain to if, say, final yr's PnL was far better or even worse more info than this yr's. There is probably no scientific method to derive a "correct" method.
Una vez fijado nuestro objetivo, debemos revisar nuestras creencias y valores. Aquello que tenemos profundamente arraigado en nosotros mismos y que nos impide alcanzar nuestros sueños.
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As pointed out I don't think a person process is much more precise, but a method may very well be demanded or instructed by sector specifications or regulations.
Como ya sabemos, utilizamos nuestros sentidos para percibir el mundo. La manera en como recogemos, almacenamos y codificamos la información a nuestra mente se conocen como sistemas representativos.