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Master 272 (Paris Dauphine) volatility strategies project: object-oriented replication and backtesting of variance, gamma, skew, and M4 swaps from OTM options, with NAV/PnL decomposition, transaction-cost analysis, and carry-overlay hedge evaluation (COVID and post-COVID).
Master 272 (Paris Dauphine) volatility strategies project: object-oriented replication and backtesting of variance, gamma, skew, and M4 swaps from OTM options, with NAV/PnL decomposition, transaction-cost analysis, and carry-overlay hedge evaluation (COVID and post-COVID).
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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