delta-hedge

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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
longtuge-w / Delta-Hedge-Method-for-Options
black-scholes cpp delta-hedge options options-pricing quantitative-finance
Language:C++ 1

RobertHennings / Delta_Hedging_with_Derivatives