A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
-
Updated
Apr 5, 2019 - Jupyter Notebook
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
A pytorch tutorial for DRL(Deep Reinforcement Learning)
Fault tolerance and resilience patterns for Go
List of (possible) English hedge words
Deribit bot to Delta Hedge Strategy.
This is a real time monitor to observe the CBOE Volatility Index (VIX) and this application issues alerts when levels of this index are critical or requires attention, the alerts appears visual and in human voice using gTTS (Google Text-to-Speech).
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.
This is a real time monitor to observe the CBOE Volatility Index (VIX) and this application issues alerts when levels of this index are critical or requires attention, the alerts appears visual and in human voice.
resilience4ts is a functional, distributed-first fault tolerance library for TypeScript inspired by resilience4j and Polly
💲 💹 🐮 Repositório de ferramentas para análise de dados do mercado de boi gordo no Brasil.
Add a description, image, and links to the hedge topic page so that developers can more easily learn about it.
To associate your repository with the hedge topic, visit your repo's landing page and select "manage topics."