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valuation-OptionStrategies

Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations

  1. Option_Strategies.ipynb basic vanilla strategies

TODO:

  • Complete the list and compare with the bloomberg
  • Add exotics
  • Quantlib implementation (C++/Python)

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Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations

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