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>2/9/16 5:30</sub>   | <sub>3/18/21 3:47</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>10/21/16 4:12</sub> | <sub>2/22/21 13:32</sub> | <sub>78.0</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>6/6/18 22:06</sub>  | <sub>6/6/18 22:27</sub>  | <sub>4.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)</sub>                                                  | <sub>Derivative analytics with Python.</sub>                                                                            | <sub>7/9/15 12:27</sub>  | <sub>2/22/21 13:29</sub> | <sub>387.0</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>7/28/17 15:48</sub> | <sub>3/17/21 17:17</sub> | <sub>328.0</sub>        | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)</sub>                                                              | <sub>Advanced derivatives.</sub>                                                                                        | <sub>3/2/18 23:53</sub>  | <sub>7/17/18 23:32</sub> | <sub>3.0</sub>          | <sub>:heavy_check_mark:</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>5/22/18 18:27</sub> | <sub>5/22/18 18:30</sub> | <sub>2.0</sub>          | <sub>:heavy_check_mark:</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>1/29/18 5:01</sub>  | <sub>8/2/18 5:56</sub>   | <sub>17.0</sub>         | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)</sub>                                                             | <sub>Hedging portfolios with reinforcement learning.</sub>                                                              | <sub>4/21/17 10:58</sub> | <sub>8/2/17 21:41</sub>  | <sub>16.0</sub>         | <sub>:heavy_check_mark:</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>4/29/16 3:51</sub>  | <sub>1/16/18 1:24</sub>  | <sub>1.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |
| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub>                         | <sub>Options pricing.</sub>                                                                                             | <sub>12/9/17 18:50</sub> | <sub>7/9/18 9:48</sub>   | <sub>1.0</sub>          | <sub>:heavy_check_mark:</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>5/18/18 18:08</sub> | <sub>9/21/18 19:59</sub> | <sub>1.0</sub>          | <sub>:heavy_check_mark:</sub> | <sub></sub>         |