bottama / Dynamic-Derivatives-Portfolio-Hedging

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

Date Created 2021-03-12 (3 years ago)

Commits 1 (last one 3 years ago)

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All Topics

vega delta greeks hedging bs-model algotrading derivatives dynamic-hedges option-pricing options-trading portfolio-position black-scholes-merton greeks-neutralization

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updated: 2025-01-27 @ 10:06pm, id: 347114873 / R_kgDOFLCNeQ