Part I - Price Vanilla Call/Put, Digital Cash-or-nothing Call/Put and Digital Asset-or-nothing Call/Put using BS, Bachelier, Black 76 and Displaced-diffusion models. Part II - Calibrate SABR and DDM models from the given data and report the greeks. Part III - Static Replication using SABR. Part IV - Dynamic Hedging.
active 2024-04-12 → 2024-08-22 (UTC)
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Line chart, 133 days from 2024-04-12 to 2024-08-22. Pushes: 6 total, peak 6 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 1 total, peak 1 in a day.
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| Contributor | Contributions | Pushes | PRs | Comments |
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| ShawnKhor | 6 | 6 | 0 | 0 |
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