Found 1 repositories(showing 1)
Real-time crypto options pricing engine built in Excel/VBA, integrated with the Deribit API to stream live market data. Implements Black-Scholes valuation and full Greeks to analyze BTC options and infer the implied risk-free rate via Put-Call Parity. Includes Delta-Vega neutral hedging and stress testing to assess PnL convexity and tail risk.
All 1 repositories loaded