Quantitative Finance, Differential Equations, Option Pricing, Deep Neural Networks, Pytorch.
Theta: Measures the sensitivity of Derivative price w.r.t time and given by: Gamma: Measures the sensitivity of Delta w.r.t Asset price and given by: Vega: Measures the sensitivity of Delta w.r.t volatility of Asset price and given by: Rho: Measures the sensitivity of Derivative price w.r.t