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.
Python
Stargazers
- AbhinavDutta
- AdityAxGattanI
- alexabrahams
- ArtificialZengBeijing
- binny-mathewKharagpur, India
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- cathyliucxShanghai, China
- CurryGaifansogou
- debbo2011
- denu5Zürich
- ding1222
- gangoduFranc
- hgnx
- huisanchiamMalaysia
- juanjavier101The Harris Center for MH & IDD
- kapdon
- kgeoffreyMercedes-Benz AG
- koujackysaid
- kuntojirohanUCD Smurfit Business School
- LorenzoZC
- MalykhN
- maria-aboulaala
- mugglezxx
- muriloapp
- nishanthprakash
- onlytiancai
- OrzPondMudley Intelligent
- petaykina
- Quantbrinx
- RfQiao
- Starlord2222India
- StickNClutch
- sungilseokHong Kong
- tjdud16401
- xiqicpt
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