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Hedging Cryptocurrency options
- Prelegent(ci)
- prof Wolfgang Haerdle
- Afiliacja
- Uniwersytet Humboldta w Berlinie
- Termin
- 9 marca 2022 14:15
- Pokój
- p. 5820
- Seminarium
- Seminarium "Metody ilościowe w finansach"
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.
