[koolk3ychain]

What kind of maths are these libraries based on? Always been curious how math is used in finance to build investment strategies / gauge risk.

[arthurcolle]

Useful reading:

https://en.wikipedia.org/wiki/Mathematical_finance

https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model

https://en.wikipedia.org/wiki/Valuation_of_options

https://en.wikipedia.org/wiki/Binomial_options_pricing_model

https://en.wikipedia.org/wiki/Replicating_portfolio

https://en.wikipedia.org/wiki/Greeks_(finance)

https://en.wikipedia.org/wiki/Delta_neutral

[koolk3ychain]

Wow, thanks for putting this together!

[arthurcolle]

Anytime, old sport