unwind-of-position
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Optimal Unwinding of Positions
In the study note there is a formula for optimal unwind of position on page 8 (reading 66) screenshot attached. My question is 1.What does the lamda and V stand for in these formulae, in GARP curriculum i cannot see these parameter 2. Sumation q = V what is this formula; can you give example...- IDosh1374
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- unwind-of-position
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- Forum: P2.T8. Liquidity & Treasury Risk