dynamic-hedges

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bottama / Dynamic-Derivatives-Portfolio-Hedging

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

vega delta algotrading derivatives option-pricing hedging options-trading greeks black-scholes-merton greeks-neutralization portfolio-position dynamic-hedges bs-model

Updated Mar 12, 2021
Python

phpinto / options_dynamic_hedging

Star

C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neutral portfolio to minimize risk exposure.

finance options cpp11 object-oriented-programming options-trading portfolio-management options-trading-strategies delta-hedging dynamic-hedges

Updated Aug 1, 2022
C++

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