Skip to content

This repository procides Python codes for greek calculation of inverse BTC options

Notifications You must be signed in to change notification settings

Utone/Deribit_inverse_BTC_options_hedging

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

16 Commits
 
 
 
 
 
 

Repository files navigation

Name of Quantlet: 'Deribit_inverse_BTC_options_hedging'

Published in: 'Dynamic hedging of the inverse BTC option with Heston stochastic volatility model'

Description: 'We focus on the inverse BTC options traded in Deribit and provide codes for calculating greeks under SV.'

Keywords: 

Author: 

Submitted: 'Nov 5, 2022'

About

This repository procides Python codes for greek calculation of inverse BTC options

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Jupyter Notebook 100.0%