$ During the "function case" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a little)

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Me parece que en couching podrían enseñarte pues como lo dicen al closing no es una teoría pero podría ayudar a formar un sistema que solo tu entiendas por esa razón no creo que lo impartan como tal el alguna Escuela, probablemente lo vean en algún semestre de psicología, antropología, y todas aquellas que se enfoquen en el humano y su pensamiento 0

Basically How can you demonstrate what gamma pnl are going to be mathematically and how do you present what vega pnl might be? I feel that gamma pnl is location x (vega x IV - RV)

La mente y el cuerpo se consideran como un único sistema, cada uno influenciando directamente al otro. Por ejemplo, lo que ocurre en el inside de tu cuerpo afecta a los pensamientos y afectará a las personas de tu alrededor.

So, is it proper to mention then delta-hedging rebalancing frequency specifically has an effect on the amount of P&L then? $endgroup$

La agudeza sensorial se refiere a la capacidad de observar o detectar pequeños detalles para ser conscientes de lo que ocurre a nuestro alrededor.

InnocentRInnocentR 72211 gold badge66 silver badges1818 bronze badges $endgroup$ one $begingroup$ In case you had been to delta hedge continually and on a costless foundation, then your payoff at expiry would match that of the vanilla option.

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Kurt G.Kurt G. two,38944 silver badges1717 bronze badges $endgroup$ three $begingroup$ Many thanks quite a bit for finding the time to answer. Because of your previous equality I realize that the "college case" pnl requires into account the performance of your dollars financial commitment on the income manufactured alongside the way in which, that's $PnL_1rdelta t$.

$begingroup$ For those who beautifully hedge (infinitesimal moves), theta will offset gamma but when you are doing periodic hedges for finite moves, you would've gamma slippage then you end up in the distribution of Pnl all-around zero.

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Within a 2015 write-up for i-D, Gino Delmas described PNL: "Long hair for a person, slicked back again for another, restricted polo shirt, a mixture of Activity and designer clothing. The PNL fashion, without make-up or overplay, usually takes a backhanded rap video game the place luxury and ostentatiousness are omnipresent, at the same time mainly because it offers a glimpse in the 2015 vintage suburb glance.

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