Derivative Instruments in Portfolio Management: Unified Framework
Unified Framework: The article suggests a unified framework for managing derivative instruments in portfolios, addressing issues related to exposure, notional, and market value price separation, and provides Python code for replication.
Featured in No. 11 on 9 Aug 2023 ·
- Released
- 25 Sep 2022
- First featured
- No. 11 · 9 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4532942
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).