Crypto Hedging strategies based on the paper Hedging Cryptocurrency Op...
Bitcoin Pricing Kernels are inferred using a novel data set from Derib...
Courselet
Crypto Hedging strategies based on the paper Hedging Cryptocurrency Options.
Courselet
This course summarizes three papers around cryptocurrencies from an economic perspective. A price model for speculative crypt..
Courselet
A short study using the Caginalp and Balenovic (1999) model for asset flow dynamics to examine fully collateralized stablecoi..
Courselet
Bitcoin Pricing Kernels are inferred using a novel data set from Deribit, one of the largest Bitcoin derivatives exchanges. T..
Courselet
We leverage recent advances in market regime (MR) clustering with the Implied Stochastic Volatility Model (ISVM) on a very re..
Courselet
Short introduction to drivers of digital asset prices and how to use high frequency econometrics to identify them