Automatic Options Hedging and Backtesting

Delta hedging under SABR model

Futures-Spot-Arbitrage-Binance-V1

Python code for a trading strategy based on time value performed in the SSE 50ETF option market.

Excel/Python application of stochastic methods for financial analysis

A decision model build using probability and stochastic process knowledge to mitigate the revenue loss of a company due to unfavorable fluctuations in international Dollar value

This repository collects models that me and my colleagues developed in practical fulfillment of studyiing exotic option pricing under Black Sholes. Topics covered include Black Sholes option pricing, dynamics of American contingent claims and discrete and continuous time hedging strategies.

Simulating different hedging strategies on Apple's stock option data

In this Repository you will find projects, exercises and bibliography related to Risk Hedging Strategies.

2024학년도 2학기 Senior Derivatives Lab 학습자료

QuantHedge-MM implements advanced computational methods for pricing and hedging options in markets with stochastic regime shifts. Built for quants and researchers, it extends Black-Scholes to Markov-modulated models.

Delta Hedging strategy on European Option

A comparison of commonly used assets to hedge against US inflation.

Delta hedging of European options in the Black-Scholes framework, with transaction costs and different rebalancing frequencies

This repository implements Differential Machine Learning (DML) for pricing European options using the Heston model and introduces Differential Principal Component Analysis (Diff-PCA) to enhance computational efficiency.