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Releases: v-buchkov/deep-hedging

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Deep Hedging 2.0.2

Deep Hedging 2.0.2 Latest
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@v-buchkov v-buchkov released this 29 Oct 22:18
v2.0.2
77a7493

Fixed dtime in MC simulation.

Assets 2
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Deep Hedging 2.0.1

Deep Hedging 2.0.1

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@v-buchkov v-buchkov released this 29 Oct 00:15
v2.0.1
95ea963

Fixed Yield Curve to account for the decimal factor

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Deep Hedging 2.0

Deep Hedging 2.0

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@v-buchkov v-buchkov released this 15 Oct 21:33
v2.0
7b9fb23

Hedger, Pricer and Simulator added for flexible pricing via hedging strategy simulation

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Deep Hedging 1.8

Deep Hedging 1.8

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@v-buchkov v-buchkov released this 15 Oct 18:38
v1.8
c932059

Hedger, Pricer and Simulator added for flexible pricing via hedging strategy simulation

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Deep Hedging 1.7

Deep Hedging 1.7

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@v-buchkov v-buchkov released this 15 Oct 18:34
v1.7
de638ea
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Learn about vigilant mode.
  • Hedger, Pricer and Simulator added for flexible pricing via hedging strategy simulation
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Deep Hedging 1.6

Deep Hedging 1.6

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@v-buchkov v-buchkov released this 15 Oct 18:21
v1.6
0dab853
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Learn about vigilant mode.
  • Hedger, Pricer and Simulator added for flexible pricing via hedging strategy simulation
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Deep Hedging Library 1.5

Deep Hedging Library 1.5

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@v-buchkov v-buchkov released this 24 Jul 19:30
v1.5
465c4b2

Stable Release with examples of usage for pricing, hedging and modelling.

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Deep Hedging Library 1.4

Deep Hedging Library 1.4

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@v-buchkov v-buchkov released this 24 Jul 19:20
v1.4
d752fad

Stable Release with examples of usage for pricing, hedging and modeling.

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New Instruments and OOP

New Instruments and OOP

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@v-buchkov v-buchkov released this 23 Jul 19:39
v1.3
45dcff7
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Learn about vigilant mode. 
Merge pull request #12 from v-buchkov/gold_bond

wrong print
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New Instruments and OOP

New Instruments and OOP

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@v-buchkov v-buchkov released this 23 Jul 19:13
v1.2
4e563cf
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Learn about vigilant mode. 
Merge pull request #11 from v-buchkov/gold_bond

Gold bond
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