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1. FinanceBooks FinanceBooks Public

   List of books on quantitative finance, with links to code where available

2. GetPriceData GetPriceData Public

   Get historical daily or intraday stock or futures price data using the R quantmod package

   R

3. DeltaHedging DeltaHedging Public

   Delta hedging of European options in the Black-Scholes framework, with transaction costs and different rebalancing frequencies

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4. Delta-Hedging-with-Bands Delta-Hedging-with-Bands Public

   Delta hedging of stock options with bands

   C++