delta-gamma-hedge

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kgeoffrey / AutoHedge.jl

Automatic Options Hedging and Backtesting

options automatic-differentiation quantitative-finance hedging options-trading options-strategies delta-hedging greeks-neutralization hedging-strategy delta-gamma-hedge

Updated Jun 28, 2023
Julia

RobertHennings / Delta_Hedging_with_Derivatives

Star

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.

python option option-pricing hedge python-finance delta-hedge delta-gamma-hedge

Updated Jul 1, 2022
Python

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