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derivatives_and_hedging
bin-yang-algotune edited this page Apr 13, 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. | 2/9/16 5:30 | 4/6/21 20:49 | 8.0 | ✔️ | |
| Volatility and Variance Derivatives | Volatility derivatives analytics. | 10/21/16 4:12 | 2/22/21 13:32 | 79.0 | ✔️ | |
| Hull White | Callable Bond, Hull White. | 6/6/18 22:06 | 6/6/18 22:27 | 4.0 | ✖️ | |
| Derivatives Python | Derivative analytics with Python. | 7/9/15 12:27 | 2/22/21 13:29 | 388.0 | ✔️ | |
| Options | Introduction to options. | 7/28/17 15:48 | 3/17/21 17:17 | 335.0 | ✔️ | |
| Delta Hedging | Advanced derivatives. | 3/2/18 23:53 | 7/17/18 23:32 | 3.0 | ✖️ | |
| Option Strategies | Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations. | 5/22/18 18:27 | 5/22/18 18:30 | 2.0 | ✖️ | |
| Computational Derivatives | Projects focusing on investigating simulations and computational techniques applied in finance. | 1/29/18 5:01 | 8/2/18 5:56 | 17.0 | ✖️ | |
| Reinforcement Learning | Hedging portfolios with reinforcement learning. | 4/21/17 10:58 | 8/2/17 21:41 | 16.0 | ✖️ | |
| Black Scholes | Options pricing. | 12/9/17 18:50 | 7/9/18 9:48 | 1.0 | ✖️ | |
| Options Risk Measures | Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling). | 4/29/16 3:51 | 1/16/18 1:24 | 1.0 | ✖️ | |
| Derman | Binomial tree for American call. | 5/18/18 18:08 | 9/21/18 19:59 | 1.0 | ✖️ |