romanmichaelpaolucci/Algorithmic_Delta_Hedging romanmichaelpaolucci/Algorithmic_Delta_Hedging

  • Stars
    star
    53
  • Rank 549,434 (Top 11 %)
  • Language
    Python
  • License
    MIT License
  • Created over 4 years ago
  • Updated over 4 years ago
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romanmichaelpaolucci/Algorithmic_Delta_Hedging
github

romanmichaelpaolucci

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Repository Details

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

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