python-finance

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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.

python option option-pricing hedge python-finance delta-hedge delta-gamma-hedge

Updated Jul 1, 2022
Python

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python-finance

Here is 1 public repository matching this topic...

RobertHennings / Delta_Hedging_with_Derivatives

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