bs-model

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bottama / Dynamic-Derivatives-Portfolio-Hedging

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

vega delta algotrading derivatives option-pricing hedging options-trading greeks black-scholes-merton greeks-neutralization portfolio-position dynamic-hedges bs-model

Updated Mar 12, 2021
Python

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bs-model

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bottama / Dynamic-Derivatives-Portfolio-Hedging

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