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.

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

Delta Hedging strategy on European Option

Simulating different hedging strategies on Apple's stock option data

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