Quantcast – a Risk.net Cutting Edge podcast cover image

Olivier Daviaud 29/04/24

Quantcast – a Risk.net Cutting Edge podcast

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Exploring Portfolio Analysis Formula's Application Across Asset Classes and Future Research Directions

Exploring the application of a specific formula in portfolio analysis for buy-side firms, including its versatility across vanilla and exotic options in different asset classes. The chapter also hints at future research directions to further understand the equation's residual terms and underlying principles.

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