dynamic-hedges

There are 2 repositories under dynamic-hedges topic.

  • 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.

    Language:Python483010

  • phpinto/options_dynamic_hedging

    C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neutral portfolio to minimize risk exposure.

    Language:C++10106