derivatives-expert

Calculate derivatives pricing models and risk metrics with numpy, pandas, and scipy.

Updated May 4, 2026

Search Tags:#risk management #derivatives #pricing models #options trading #futures trading

Ready to run

npx skills add https://github.com/luokai25/luo-ai-skills-market --skill derivatives-expert

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: derivatives-expert
Source: https://github.com/luokai25/luo-ai-skills-market/tree/main/12-finance-and-trading%20%28by%20Luo%20Kai%29/10-other-finance/derivatives-expert
Command: npx skills add https://github.com/luokai25/luo-ai-skills-market --skill derivatives-expert

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, scipy, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill solves the problem of needing expert-level knowledge and tools for derivatives, including pricing models and risk management strategies.

Core Features & Use Cases

Expert-level Derivatives Knowledge: Offers insights on futures, forwards, swaps, structured products, and exotic options across various asset classes.
Pricing Models: Includes functions for calculating fair value, basis, roll yield, margin requirements, and interest rate parity for financial instruments.
Risk Management: Provides risk metrics and hedges for delta, gamma, vega, theta, rho, and credit spreads.
Use Case: Imagine you are an options trader looking for in-depth analysis of your positions. Use this Skill to quickly evaluate your options positions with detailed risk analysis.

Quick Start

Execute the script to get futures fair value with risk-free rate 5%, dividend yield 2%, and T=1.

Frequently Asked Questions about derivatives-expert

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I calculate fair value and basis for futures contracts?▼

Pricing models for options trading calculate Greeks to provide risk management metrics. This Skill computes hedges for delta, gamma, vega, theta, and rho to help you evaluate options positions with detailed risk analysis.

What derivatives pricing models are available for exotic options and swaps?▼

Risk management for derivatives requires calculating margin requirements and credit spreads. This Skill provides these risk metrics and hedging strategies to support investment decision-making and financial modeling.

Can I use numpy and scipy for derivatives pricing and risk management?▼

Yes, risk management metrics for options trading include delta, gamma, vega, theta, and rho. This Skill provides these specific risk metrics and hedges to help you evaluate positions and implement risk management strategies.

When do I need to calculate roll yield and interest rate parity for futures trading?▼

You need to calculate roll yield and interest rate parity for futures trading when evaluating contract fair value over time. This Skill provides pricing models that compute these metrics to support investment decision-making.

What is the best way to analyze structured products and exotic options across asset classes?▼

The best way to analyze structured products and exotic options is using expert-level pricing models and risk metrics. This Skill offers insights on these derivatives across various asset classes to support financial modeling and investment decision-making.

Does this derivatives pricing tool support margin requirements and credit spreads calculation?▼

Yes, this derivatives pricing tool supports margin requirements and credit spreads calculation. It provides risk management strategies and metrics for these financial instruments, utilizing numpy, pandas, and scipy for the calculations.