Skip to content

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

License

Notifications You must be signed in to change notification settings

rmoscoloni/Algorithmic_Delta_Hedging

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

5 Commits
 
 
 
 
 
 
 
 

Repository files navigation

Algorithmic_Delta_Hedging

A library for pricing, and visualizing european options for hedging a portfolio

About

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 100.0%