Hedging Cryptocurrency Options
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- 5 Rating
- 2 Reviews
- 24 Students Enrolled
Hedging Cryptocurrency Options
Crypto Hedging strategies based on the paper Hedging Cryptocurrency Options.
-
- 5 Rating
- 2 Reviews
- 24 Students Enrolled
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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