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Podcast: Olivier Daviaud on P&L attribution for options : comparemela.com
Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
Related Keywords
Greece ,
Greeks ,
Societe Generale ,
Olivier Daviaud ,
Abhishek Mukhopadhyay ,
Jp Morgan ,
Cross Gamma ,
Delta Hedging ,
Implied Volatility ,
Option Pricing ,
P Ampl Attribution Test ,
Performance Attribution ,
Profit Amp Lossp Ampl ,
Realised Volatility ,
Ega ,
Quantcast ,
Comment ,
Cutting Edge ,
Views ,
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