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Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data

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kuntojirohan/options-pricing-project

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.DS_Store

.DS_Store

 
 

.gitignore

.gitignore

 
 

Assessment Form - G6.pdf

Assessment Form - G6.pdf

 
 

Derivatives Project - G6.docx

Derivatives Project - G6.docx

 
 

Derivatives Project - G6.pdf

Derivatives Project - G6.pdf

 
 

FIN42020 Derivative Securities Assessment Submission Form.docx

FIN42020 Derivative Securities Assessment Submission Form.docx

 
 

README.md

README.md

 
 

VolModelingOneMonth.m

VolModelingOneMonth.m

 
 

delta_hedge_part1.m

delta_hedge_part1.m

 
 

delta_hedge_part2.m

delta_hedge_part2.m

 
 

derivatives_assignment.ipynb

derivatives_assignment.ipynb

 
 

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options-pricing-project

A project on implementing options pricing and hedging strategies on SPX data.

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Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data

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trading strategy option-pricing delta-hedging implied-volatility-forecasting

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