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Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
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Greeks
Societe-generale
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Abhishek-mukhopadhyay
Jp-morgan
Cross-gamma
Delta-hedging
Greeks
Implied-volatility
Option-pricing
P-ampl-attribution-test
Rethinking P&L attribution for options
A buy-side perspective on how to decompose the P&L of index options is presented
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Película: "El Pequeño Vampiro" en Zarautz
Película: "El Pequeño Vampiro" en Zarautz
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