Skip to content

QuantLet/hedging_cc

BranchesTags

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

30 Commits
_input
_input
 
 
_mathematica
_mathematica
 
 
_output
_output
 
 
montecarlo
montecarlo
 
 
qfin
qfin
 
 
.gitignore
.gitignore
 
 
Future_Prices.ipynb
Future_Prices.ipynb
 
 
Metainfo.txt
Metainfo.txt
 
 
README.md
README.md
 
 
README_d.md
README_d.md
 
 
calibration.ipynb
calibration.ipynb
 
 
environment.yml
environment.yml
 
 
garch_plot.ipynb
garch_plot.ipynb
 
 
hedging.ipynb
hedging.ipynb
 
 
hedging_bs.ipynb
hedging_bs.ipynb
 
 
hedging_simple.ipynb
hedging_simple.ipynb
 
 
kde_plots.ipynb
kde_plots.ipynb
 
 
ks_test.ipynb
ks_test.ipynb
 
 
latex_tables.ipynb
latex_tables.ipynb
 
 
plots_calibration.ipynb
plots_calibration.ipynb
 
 
plots_hedging.ipynb
plots_hedging.ipynb
 
 
plots_hedging_boxplots.ipynb
plots_hedging_boxplots.ipynb
 
 
plots_parameters.ipynb
plots_parameters.ipynb
 
 
plots_volsurf.ipynb
plots_volsurf.ipynb
 
 
pull_quotes.ipynb
pull_quotes.ipynb
 
 
pull_ticker.ipynb
pull_ticker.ipynb
 
 
tables.ipynb
tables.ipynb
 
 

Repository files navigation

Name of QuantLet: hedging_cc

Published in: Hedging Cryptocurrency Options

Description: Code infrastructure for paper Hedging Cryptocurrency Options

Keywords: BTC, hedging, cryptocurrency, cryptocurrency options

Author: Jovanka Lili Matic

Submitted: Sunday, July 9 2021 by Jovanka Lili Matic

Example: hedging.ipyn

About

No description, website, or topics provided.

Resources

Readme
Activity
Custom properties

Stars

10 stars

Watchers

0 watching

Forks

6 forks
Report repository

Releases

No releases published

Packages

 
 
 

Contributors

Languages