Hedging Cryptocurrency Options

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  • 13 Students Enrolled

Hedging Cryptocurrency Options

Crypto Hedging strategies based on the paper Hedging Cryptocurrency Options.

  • 5 Rating
  • 2 Reviews
  • 13 Students Enrolled
  • Free
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Courselet Content

2 components

Requirements

  • Basic knowledge in Financial Mathematics

General Overview

Description

This course presents strategies for pricing cryptocurrency options, simulate market scenarios and hedge cryptocurrency options with affine jump diffusion models and infinite activity Levy processes. 

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Last Updated 16th January 2023
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About the Instructor

IRTG PhD Student

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