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Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
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
Cutting edge
Rethinking P&L attribution for options
A buy-side perspective on how to decompose the P&L of index options is presented
France general
Poitou charentes
United states
Gatheral jacquier
Olivier daviaud
Daviaud mukhopadhyay
Aldous diaconis
Guyon henry labord
Chapman hall
Carr wu
Jpmorgan chase co
Jp morgan
Black scholes gamma
Gamma covariance
Mathematical monthly
Volatility surface
Película: El Pequeño Vampiro en Zarautz
Película: El Pequeño Vampiro en Zarautz
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Olivier daviaud
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Small vampire
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