Practice Options
Learn to hedge with reinforcement learning
Hard+50 pointsAbout 90 minutesOptions
Coming soon
Train an agent to hedge an option with transaction costs and compare its P&L with delta hedging.
This problem opens with Machine Learning for Finance. It draws on the modules below.
- Machine Learning 1.13 Reinforcement learning (coming soon)
- Derivatives 1.7 Greeks and hedging (coming soon)