Pricing Kernels and Risk Premia

  • 0 Rating
  • 0 Reviews
  • 13 Students Enrolled

Pricing Kernels and Risk Premia

Bitcoin Pricing Kernels are inferred using a novel data set from Deribit, one of the largest Bitcoin derivatives exchanges. This enables arbitrage-free pricing of various instruments. State Price Densities are estimated with Rookley’s method.

  • 0 Rating
  • 0 Reviews
  • 13 Students Enrolled
  • Free
Tags:
Pricing Kernel Bitcoin Derivative Option Rookley



Courselet Content

1 courselets • 2 courselet components • 00h 47m total length

Requirements

  • Some experience with statistics, stochastics and finance would be useful.

Description

Recently Added Courses/Courselets

blog
Last Updated 27th April 2022
  • 2
  • Free
blog
Last Updated 18th April 2022
  • 0

About the Instructor

instructor
About the Instructor