hedging
Here are 35 public repositories matching this topic...
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
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Nov 18, 2018 - Jupyter Notebook
DeFi Bank Backend - High interest rate USD-pegged account free from rate cuts and inflation.
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Nov 30, 2019 - Jupyter Notebook
Arbitrage-free Pricing of Fixed Income Securities Using Python
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May 12, 2020 - Jupyter Notebook
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Jun 21, 2020 - HTML
Supplementary code for "Persistence as an optimal hedging strategy"
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Jul 14, 2020 - MATLAB
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
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Oct 19, 2020 - C++
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
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Mar 12, 2021 - Python
Hedging unsing Deep Reinforcement Learning and Deep Learning
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Mar 29, 2021 - Python
This repository contains PDF documents and code implementations related to Finance concepts.
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May 20, 2021 - Jupyter Notebook
Hedging options by using Monte Carlo simulations or real data
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Aug 11, 2021 - Python
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
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Apr 22, 2022 - Jupyter Notebook
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May 29, 2022 - Jupyter Notebook
Portfolio allocation tutorial with python
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Jun 3, 2022 - Jupyter Notebook
Coding Python targeting hedging and trading.
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Aug 12, 2022 - Python
A portfolio generator developed by QuantYantriki for the QSTH 2022 - a quantum hackathon organized by the Quantum Ecosystems and Technology Council of India (QETCI). It utilizes quantum annealing and quantum approximate optimization algorithms using a feedback-based metaheuristic that incorporates classical optimization tools to improve solutions.
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Dec 6, 2022 - Python
This program is created for enterprises, whose businesses requires buying/selling currency, commodities or other assets, given a market price.
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Jan 18, 2023 - Python
How to hedge any positive linear gamma instrument using a “Gamma transform”
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Feb 24, 2023 - R
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