warrant-pricing
There are 1 repositories under warrant-pricing topic.
caramel2001/Warrant-Hedging
Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.
There are 1 repositories under warrant-pricing topic.
Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.