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Quantitative Finance · Glossário

O que é Mark-to-market?

Definition 7.4 Markets I: The Ecosystem and Exchange-Traded Markets · Capítulo 7 — P&L and the Accounting of a Position

To mark to market a position is to value it at a current market price, the mark, instead of at what was paid for it. The profit and loss of a book over a period is the change in its marked value plus the net cash it produced.

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