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

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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.

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