delta-gamma-hedge

There are 0 repository under delta-gamma-hedge topic.

kgeoffrey / AutoHedge.jl
Automatic Options Hedging and Backtesting
delta-hedging hedging hedging-strategy options options-strategies options-trading quantitative-finance automatic-differentiation delta-gamma-hedge greeks-neutralization
Language:Julia 53
RobertHennings / Delta_Hedging_with_Derivatives
This repository deals with simple computational examples of a delta- and a delta-gamma hedge of an option on the underlying apple stock. Included are my presentation and a short handout of the covered topics.
hedge option option-pricing delta-hedge delta-gamma-hedge python python-finance
Language:Python 5

kgeoffrey / AutoHedge.jl