Delta Hedging strategy on European Option
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Updated
Dec 12, 2023 - Jupyter Notebook
Delta Hedging strategy on European Option
Simulating different hedging strategies on Apple's stock option data
This repository collects models that me and my colleagues developed in practical fulfillment of studyiing exotic option pricing under Black Sholes. Topics covered include Black Sholes option pricing, dynamics of American contingent claims and discrete and continuous time hedging strategies.
Excel/Python application of stochastic methods for financial analysis
In this Repository you will find projects, exercises and bibliography related to Risk Hedging Strategies.
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