hedging topic

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

mgroncki

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

FinancialEngineerLab

Automatic Options Hedging and Backtesting

kgeoffrey

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

bottama

Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

samsonq

Hedging unsing Deep Reinforcement Learning and Deep Learning

fschur

Implementation of the vanilla Deep Hedging engine

hansbuehler

This strategy works for every market condition irrespective of the movement

Akshat111111