PNL FOR DUMMIES

pnl for Dummies

You may as well analyse the skewness and kurtosis in the period PnL by using third and 4th times of $Y_t$ respectively. Presumably you'll conclude that for two collection with equivalent expectation and variance, you may prefer the one particular with positive skew or decreased kurtosis, but it's possible not with regards to the self-assurance of t

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