## Delta Hedging using Black-Scholes

Full worked example of the impact of delta hedging european options. Implied Volatility Create functions to appply to pandas dataframes to calculate specific adjustments to be made during delta hedging. Create Dynamic Hedging results dataframe to append rows to. Create simulations of underlying stock prices using Geometric Brownian Motion (GBM) over time. Build up delta hedging dataframe with specific factors: delta total delta positions …