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Risk Management for Cryptocurrency Portfolios

By Yifan He

Risk Management for Cryptocurrency Portfolios

By Yifan He

0 - Default Title
Description
Envisioned as digital currency, cryptocurrencies morphed into a new risky asset class lacking a valid riskless-rate instrument. Building first the theory of riskless rates appropriate for crypto assets, this book develops and illustrates through empirical examples the theories behind portfolio optimization, risk management tools, and option pricing designed specifically for cryptos, under a framework consistent with dynamic asset pricing theory.
Product details
Edition:
1
Number of Pages:
162
Release Date:
2025-11-17
Publication Date:
2025-11-17
Publisher:
deGruyter Boston
Languages:
Original: English
ISBN10:
1501520091
ISBN13:
9781501520099
GPSR Manufacturer Reference:
[email protected]
Weight:
432 g
Height:
172 cm
Width:
238 cm
Thickness:
16 cm
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