portfolio-position

Here is 1 public repository matching this topic...

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

Add this topic to your repo

To associate your repository with the portfolio-position topic, visit your repo's landing page and select "manage topics."

Learn more