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A python script for pricing, Greek estimation and hedging of the Chinese 10-year T-Bond snowball option. Active in Updates

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Soga-no-Tojiko/Snowball-option-pricing

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Snowball-option-pricing

A bunch of python scripts for pricing, Greek estimation and hedging of the Chinese 10-year T-Bond snowball option. Created in November 2022, more scripts are upon updating.

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A python script for pricing, Greek estimation and hedging of the Chinese 10-year T-Bond snowball option. Active in Updates

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