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Hedging Cryptocurrency options

Speaker(s)
prof Wolfgang Haerdle
Affiliation
Uniwersytet Humboldta w Berlinie
Date
March 9, 2022, 2:15 p.m.
Room
room 5820
Seminar
Seminar of Quantitative Finance

The cryptocurrency  market is volatile, non-stationary and non-continuous.
Together with liquid derivatives markets, this poses a unique opportunity to
study risk management, especially the hedging of options, in a turbulent
market.