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derivatives_and_hedging
bin-yang-algotune edited this page Apr 12, 2021
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| repo | comment | created_at | last_commit | star_count | repo_status | rating |
|---|---|---|---|---|---|---|
| Options | Black Scholes and Copula. | nan | nan | nan | ✔️ | |
| Derivative Markets | The economics of futures, futures, options, and swaps. | 2016-02-09 05:30:27 | 2021-04-06 20:49:41 | 8.0 | ✔️ | |
| Volatility and Variance Derivatives | Volatility derivatives analytics. | 2016-10-21 04:12:50 | 2021-02-22 13:32:00 | 79.0 | ✔️ | |
| Hull White | Callable Bond, Hull White. | 2018-06-06 22:06:06 | 2018-06-06 22:27:02 | 4.0 | ✖️ | |
| Derivatives Python | Derivative analytics with Python. | 2015-07-09 12:27:29 | 2021-02-22 13:29:18 | 388.0 | ✔️ | |
| Options | Introduction to options. | 2017-07-28 15:48:29 | 2021-03-17 17:17:08 | 335.0 | ✔️ | |
| Delta Hedging | Advanced derivatives. | 2018-03-02 23:53:53 | 2018-07-17 23:32:23 | 3.0 | ✖️ | |
| Option Strategies | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 2018-05-22 18:27:26 | 2018-05-22 18:30:24 | 2.0 | ✖️ | |
| Computational Derivatives | Projects focusing on investigating simulations and computational techniques applied in finance. | 2018-01-29 05:01:52 | 2018-08-02 05:56:49 | 17.0 | ✖️ | |
| Reinforcement Learning | Hedging portfolios with reinforcement learning. | 2017-04-21 10:58:56 | 2017-08-02 21:41:06 | 16.0 | ✖️ | |
| Derman | Binomial tree for American call. | 2018-05-18 18:08:16 | 2018-09-21 19:59:01 | 1.0 | ✖️ | |
| Options Risk Measures | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 2016-04-29 03:51:25 | 2018-01-16 01:24:07 | 1.0 | ✖️ | |
| Black Scholes | Options pricing. | 2017-12-09 18:50:20 | 2018-07-09 09:48:36 | 1.0 | ✖️ |