Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Trellis is a Python framework for research into deep hedging

This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.

A Deep Learning Framework for Neural Derivative Hedging

A curated list of resources dedicated to Deep Hedging

Hedging unsing Deep Reinforcement Learning and Deep Learning

Implementation of the vanilla Deep Hedging engine

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

PyTorch-based framework for Deep Hedging