Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
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Updated
Mar 12, 2021 - Python
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
European option pricing, Black and Scholes Model
Global Markets Options Pricing
This is a web project developed in Python using Flask to perform financial valuation and modeling
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