Everything about pnl
Whenever you then set up the portfolio all over again by borrowing $S_ t_1 $ at amount $r$ you may realise a PnL at $t_2$ ofI am specifically keen on how the "cross-effects"* amongst delta and gamma are taken care of and would love to see a simple numerical illustration if that's feasible. Thanks beforehand!Ie: If We all know the inventory will shu