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Podcast: Olivier Daviaud on P&L attribution for options

JP Morgan quant discusses his alternative to Greeks decomposition

Greece
Greeks
Societe-generale
Olivier-daviaud
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

Paris
France-general
France
Greece
Dirac
Poitou-charentes
United-states
American
Greeks
Gatheral-jacquier
Olivier-daviaud
Daviaud-mukhopadhyay

Película: "El Pequeño Vampiro" en Zarautz

Película: "El Pequeño Vampiro" en Zarautz
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Zarautz
Pais-vasco
Spain
France
French
Joann-sfar
Olivier-daviaud
Go-to-school
Billboard-zarautz
Small-vampire
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