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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.
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.
Davide Lauria is a professor in the Mathematics department at Texas Tech University.
W. Brent Lindquist is a computational mathematician and Professor in the Department of Mathematics & Statistics at the Texas Tech University. He has developed numerical methods for portfolio optimization and option pricing, flow in porous media, 3D image analysis, Riemann problems, hierarchy formation in social groups, and quantum electrodynamics. He was a co-founder of a petroleum software company and has commercially licensed his image analysis code.
Svetlozar (Zari) Rachev is Professor in the Department of Mathematics & Statistics at the Texas Tech University. He is one of the world's foremost authorities in the application of heavy-tailed distributions in finance. He was a co-founder and President of Bravo Risk Management Group, originator of the Cognity methodology. Bravo was acquired by FinAnalytica, where Zari served as Chief Scientist.
| Erscheinungsjahr: | 2025 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Importe |
| Rubrik: | Sozialwissenschaften |
| Medium: | Buch |
| Inhalt: |
VIII
162 S. 70 s/w Illustr. 73 farbige Illustr. 18 s/w Tab. 70 b/w and 73 col. ill. 18 b/w tbl. |
| ISBN-13: | 9781501520099 |
| ISBN-10: | 1501520091 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
He, Yifan
Lauria, Davide Lindquist, W. Brent Rachev, Svetlozar (Zari) |
| Hersteller: |
deGruyter Boston
Walter de Gruyter Inc. |
| Verantwortliche Person für die EU: | Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, D-10785 Berlin, productsafety@degruyterbrill.com |
| Abbildungen: | 70 b/w and 73 col. illustrations, 18 b/w tbl. |
| Maße: | 238 x 172 x 16 mm |
| Von/Mit: | Yifan He (u. a.) |
| Erscheinungsdatum: | 17.11.2025 |
| Gewicht: | 0,432 kg |
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