AvocadoFarmer

Data-Science-Project

Stochastic-Option-Pricing

This repository collects models that me and my colleagues developed in practical fulfillment of studyiing exotic option pricing under Black Sholes. Topics covered include Black Sholes option pricing, dynamics of American contingent claims and discrete and continuous time hedging strategies.

Delta-Gamma-Hedging

Explore time-based and move-based hedging strategies.

AvocadoFarmer/Stochastic-Option-Pricing

This repository collects models that me and my colleagues developed in practical fulfillment of studyiing exotic option pricing under Black Sholes. Topics covered include Black Sholes option pricing, dynamics of American contingent claims and discrete and continuous time hedging strategies.

AvocadoFarmer/Data-Science-Project