financial-machine-learning/generated_wiki/derivatives_and_hedging.md

| <sub>repo</sub>                                                                                                                          | <sub>comment</sub>                                                                                                      | <sub>created_at</sub>          | <sub>last_commit</sub>         | <sub>star_count</sub>   | <sub>repo_status</sub>              | <sub>rating</sub>   |
|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)</sub>                                                                 | <sub>Black Scholes and Copula.</sub>                                                                                    | <sub>nan</sub>                 | <sub>nan</sub>                 | <sub>nan</sub>          | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)</sub>                                               | <sub>The economics of futures, futures, options, and swaps.</sub>                                                       | <sub>2016-02-09 05:30:27</sub> | <sub>2021-04-06 20:49:41</sub> | <sub>8.0</sub>          | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)</sub>                                     | <sub>Volatility derivatives analytics.</sub>                                                                            | <sub>2016-10-21 04:12:50</sub> | <sub>2021-02-22 13:32:00</sub> | <sub>79.0</sub>         | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)</sub>              | <sub>Callable Bond, Hull White.</sub>                                                                                   | <sub>2018-06-06 22:06:06</sub> | <sub>2018-06-06 22:27:02</sub> | <sub>4.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)</sub>                                                  | <sub>Derivative analytics with Python.</sub>                                                                            | <sub>2015-07-09 12:27:29</sub> | <sub>2021-02-22 13:29:18</sub> | <sub>388.0</sub>        | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)</sub>                       | <sub>Introduction to options.</sub>                                                                                     | <sub>2017-07-28 15:48:29</sub> | <sub>2021-03-17 17:17:08</sub> | <sub>335.0</sub>        | <sub>:heavy_check_mark:</sub>       | <sub></sub>         |
| <sub>[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)</sub>                                                              | <sub>Advanced derivatives.</sub>                                                                                        | <sub>2018-03-02 23:53:53</sub> | <sub>2018-07-17 23:32:23</sub> | <sub>3.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)</sub>                                                   | <sub>Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.</sub>    | <sub>2018-05-22 18:27:26</sub> | <sub>2018-05-22 18:30:24</sub> | <sub>2.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)</sub>                                            | <sub>Projects focusing on investigating simulations and computational techniques applied in finance.</sub>              | <sub>2018-01-29 05:01:52</sub> | <sub>2018-08-02 05:56:49</sub> | <sub>17.0</sub>         | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)</sub>                                                             | <sub>Hedging portfolios with reinforcement learning.</sub>                                                              | <sub>2017-04-21 10:58:56</sub> | <sub>2017-08-02 21:41:06</sub> | <sub>16.0</sub>         | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)</sub>                                                       | <sub>Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).</sub> | <sub>2016-04-29 03:51:25</sub> | <sub>2018-01-16 01:24:07</sub> | <sub>1.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub>                         | <sub>Options pricing.</sub>                                                                                             | <sub>2017-12-09 18:50:20</sub> | <sub>2018-07-09 09:48:36</sub> | <sub>1.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |
| <sub>[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)</sub> | <sub>Binomial tree for American call.</sub>                                                                             | <sub>2018-05-18 18:08:16</sub> | <sub>2018-09-21 19:59:01</sub> | <sub>1.0</sub>          | <sub>:heavy_multiplication_x:</sub> | <sub></sub>         |