Options Special Greeks with Machine Learning

Описание к видео Options Special Greeks with Machine Learning

In this video I build a plot of options data types such as ImpliedVol, Vanna, DeltaDecay, Volga, Veta, GammaDecay and more. I also utilize PyTorch to fill in the gaps of the implied volatility to ensure a nonzero implied volatility is passed through the greek functions.

The code for this video is located at:
https://github.com/MoQuant/ChainML

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