Monday, October 7, 2019
11:00am –
12:00pm
Storrs Campus
MONT 214
In this talk, I give a brief introduction to Bitcoin and Bitcoin inverse futures. Next, I study the risk factors (mean and variance of returns) and optimal hedging of Bitcoin inverse futures.
Contact: Bin Zou, bin.zou@uconn.edu
Actuarial Science Seminar (primary), UConn Master Calendar
