And this depends on the rebalancing frequency. But "anticipated P&L" refers to a median around all possible price paths. So There's not always a contradiction here. $endgroup$

La programación neurolingüística nos ayuda a cambiar patrones de conducta y pensamientos incluso muy traumáticos o arraigados en nosotros mismos. En este artworkículos te desvelamos algunas de las técnicas de la PNL que te ayudarán a conseguirlo

So how does delta-hedging frequency just have an impact on the smoothness and variance of PnL if we are able to Plainly see it affects PnL itself in this instance?

He intentado buscar las “evidencias” que respaldan estas presuposiciones, pero solo he encontrado una explicación a cada una de ellas.

Trader A has produced some hefty PnL, meanwhile Trader B arrives out with almost nothing at all and his missed out on volatility over the buying and selling working day which he could've profited off of experienced he been continuously hedging in place of just after a day.

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$begingroup$ Underneath the assumptions of GBM - particularly that periodic returns are impartial of each other - click here then hedging frequency could have 0 influence on the predicted P/L eventually.

En una adicción o un mal comportamiento siempre hay una intención positiva, por tanto encontrando la raíz de ese problema y exteriorizando la intención positiva, se puede pasar de fumar durante fifteen años a no tener esa necesidad.

Los atletas y entrenadores también utilizan la PNL para mejorar el rendimiento deportivo. Las técnicas de PNL pueden ayudar a los atletas a desarrollar una mentalidad más fuerte, superar el miedo al fracaso y mejorar su concentración y enfoque.

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Once you then put in place the portfolio yet again by borrowing $S_ t_1 $ at rate $r$ you can realise a PnL at $t_2$ of

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So if I get an alternative and delta hedge then I make money on gamma but shed on theta and these two offset each other. Then how do I Get well solution rate from delta hedging i.e. should not my pnl be equal to the option cost paid?

When the death penalty is wrong due to the fact "Let's say the convicted was innocent", then isn't really any punishment Improper?