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kgeoffrey
AutoHedge.jl kgeoffrey
10
56
mit
4
Automatic Options Hedging and Backtesting
hedging options delta-hedging options-trading hedging-strategy delta-gamma-hedge options-strategies quantitative-finance greeks-neutralization automatic-differentiation
Created 2019-09-24
62 commits to master branch, last one about a year ago
bottama
Dynamic-Derivatives-Portfolio-Hedging bottama
10
45
unknown
3
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta greeks hedging bs-model algotrading derivatives dynamic-hedges option-pricing options-trading portfolio-position black-scholes-merton greeks-neutralization
Created 2021-03-12
1 commits to main branch, last one 3 years ago