- ๐ Hi, Iโm @zxyf1
- ๐ Iโm interested in computational mathematics.
- ๐ฑ Iโm currently learning Metal.
- ๐๏ธ Iโm looking to collaborate on something interesting.
- ๐ซ How to reach me leave a message on github.
zxyf1 / options_dynamic_hedging Goto Github PK
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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.
License: MIT License