Tag: greeks
In a previous article we presented how to build and install QuantLib so that it could be called in a Python script. Here we introduce how to use…
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Option greeks: formula proofs and python implementation – Part 2 This documents is the second part of a general overview of vanilla options partial sensitivities (option greeks). In a…
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Option greeks: formula proofs and python implementation. This documents is the first part of a general overview of vanilla options partial sensitivities (option greeks). Here we provide 1st…
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