neuralhedge package

Subpackages

• neuralhedge.data package
  • Submodules
  • neuralhedge.data.base module
    • HedgerDataset
      • HedgerDataset.data
    • ManagerDataset
      • ManagerDataset.data
  • neuralhedge.data.market module
    • BS_Market
      • BS_Market.bs
      • BS_Market.contigent
      • BS_Market.bs_pricer
      • BS_Market.bs_delta
      • BS_Market.bs_price
      • BS_Market.get_hedge_ds()
      • BS_Market.get_manage_ds()
      • BS_Market.get_price_delta()
  • neuralhedge.data.stochastic module
    • BlackScholes
      • BlackScholes.get_prices()
    • simulate_BM()
    • simulate_BS()
    • simulate_time()
  • Module contents
• neuralhedge.nn package
  • Submodules
  • neuralhedge.nn.base module
    • BaseModel
      • BaseModel.compute_loss()
  • neuralhedge.nn.blackschole module
    • BlackScholesAlpha
      • BlackScholesAlpha.forward()
    • BlackScholesDelta
      • BlackScholesDelta.forward()
    • BlackScholesMeanVarianceAlpha
      • BlackScholesMeanVarianceAlpha.compute_alpha()
      • BlackScholesMeanVarianceAlpha.forward()
    • BlackScholesMeanVarianceAlphaClip
      • BlackScholesMeanVarianceAlphaClip.forward()
    • BlackScholesPrice
      • BlackScholesPrice.forward()
  • neuralhedge.nn.contigent module
    • EuropeanVanilla
      • EuropeanVanilla.payoff()
  • neuralhedge.nn.datahedger module
    • EfficientHedger
      • EfficientHedger.compute_loss()
    • Hedger
      • Hedger.compute_holding_stock_tplus1()
      • Hedger.compute_info_t()
      • Hedger.compute_loss()
      • Hedger.compute_pnl()
      • Hedger.compute_wealth0_dis()
      • Hedger.forward()
      • Hedger.pricer()
  • neuralhedge.nn.datamanager module
    • Manager
      • Manager.compute_info_t()
      • Manager.compute_loss()
      • Manager.compute_prop_hold_tplus1()
      • Manager.forward()
      • Manager.record_history()
    • WealthManager
      • WealthManager.compute_info_t()
  • neuralhedge.nn.loss module
    • EntropicRiskMeasure
      • EntropicRiskMeasure.a
      • EntropicRiskMeasure.forward()
      • EntropicRiskMeasure.optimal_omega()
    • ExpectedShortfall
      • ExpectedShortfall.forward()
      • ExpectedShortfall.l_func()
      • ExpectedShortfall.optimal_omega()
      • ExpectedShortfall.q
    • LossMeasure
    • PowerMeasure
      • PowerMeasure.forward()
      • PowerMeasure.p
    • SquareMeasure
      • SquareMeasure.a
      • SquareMeasure.forward()
      • SquareMeasure.optimal_omega()
    • admissible_cost()
    • exp_utility()
    • expected_shortfall()
    • log_utility()
    • no_cost()
    • proportional_cost()
    • value_at_risk()
  • neuralhedge.nn.network module
    • NeuralNetSequential
    • SingleWeight
      • SingleWeight.forward()
  • neuralhedge.nn.trainer module
    • Trainer
      • Trainer.fit()
      • Trainer.forward()
  • Module contents
• neuralhedge.utils package
  • Submodules
  • neuralhedge.utils.evaluation module
  • neuralhedge.utils.plotting module
  • Module contents

Module contents