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"

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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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