Financial Risk Management for Cryptocurrencies:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing AG
2020
|
| Schriftenreihe: | SpringerBriefs in Finance Ser
|
| Schlagworte: | |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 Online-Ressource (119 Seiten) |
| ISBN: | 9783030510930 |
Internformat
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| 505 | 8 | |a Intro -- Preface -- Contents -- Acronyms -- Part I Introduction to Cryptocurrencies -- 1 Blockchain -- 1.1 Blockchain in a Nutshell -- 1.2 Network and Nodes -- 1.3 Cryptographic Algorithm -- 1.3.1 Hash Algorithm -- 1.3.1.1 Hash Pointer -- 1.4 Distributed Ledger -- 1.5 Consensus Algorithms -- 1.5.1 Proof-of-Work -- 1.5.2 Proof-of-Stake -- 1.5.3 Byzantine Fault Tolerance -- 1.5.4 Delegated Proof-of-Stake -- 1.5.5 Summarizing Table -- References -- 2 Types of Cryptocurrencies -- 2.1 General Information on Cryptocurrencies -- 2.1.1 Creation -- 2.1.2 Objectives -- 2.1.3 Users of Cryptocurrencies -- 2.1.4 Opportunities -- 2.2 Proof-of-Work Coins -- 2.2.1 Bitcoin (BTC) -- 2.2.2 Ethereum -- 2.2.2.1 Augur -- 2.2.3 Litecoin (LTC) -- 2.2.4 Monero (XMR) -- 2.3 Byzantine Fault Tolerance Coins -- 2.3.1 Ripple -- 2.3.2 Stellar -- 2.3.2.1 Ripple Versus Stellar -- 2.4 Proof of Stake Coins -- 2.4.1 EOS -- 2.4.2 Tether (USDT) -- 2.5 Toy Coins -- 2.6 Summary of the Key Characteristics -- References -- Part II Risk in Dealing with Cryptocurrencies -- 3 Qualitative Risks -- 3.1 Cryptocurrency Market -- 3.2 Regulatory Issues -- 3.2.1 Regulation in Place -- 3.3 Design Risk -- 3.3.1 51% Attack -- 3.3.2 Selfish Mining -- 3.3.3 ICO -- 3.4 Operational Risk -- 3.4.1 Wallet -- 3.4.2 Exchanges -- 3.4.3 Other Operational Risks -- References -- 4 Quantitative Risks -- 4.1 Descriptive Analysis of Returns -- 4.2 Correlation and Diversification -- 4.2.1 Correlation Between Several Cryptocurrencies -- 4.2.2 Correlation Between Cryptocurrencies and Other Stocks -- 4.3 Flash Crash -- 4.4 Pump and Dump -- 4.5 Distributional Behaviour -- 4.6 Volatile Behaviour -- 4.6.1 ARMA-GARCH Model -- 4.7 Market Efficiency -- References -- 5 Futures and Options on Cryptocurrencies -- 5.1 Futures -- 5.1.1 Chicago Mercantile Exchange Futures -- 5.1.2 Cryptocurrency Exchanges Trading Futures | |
| 505 | 8 | |a 5.2 Options on Cryptocurrencies -- 5.3 Volatility Measures of Cryptocurrencies -- 5.4 Stochastic Volatility -- References -- 6 Portfolio Management -- 6.1 Portfolio Simulation -- References -- 7 Further Related Work -- 7.1 News Impact on Cryptocurrencies -- 7.2 Bubble Analysis -- References -- Part III Summary and Conclusion -- 8 Conclusion -- Index | |
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| 700 | 1 | |a Petracco Giudici, Marco |e Sonstige |4 oth | |
| 700 | 1 | |a Alessi, Lucia |e Sonstige |4 oth | |
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Datensatz im Suchindex
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|---|---|
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| author | Van der Auwera, Eline |
| author_facet | Van der Auwera, Eline |
| author_role | aut |
| author_sort | Van der Auwera, Eline |
| author_variant | d a e v dae daev |
| building | Verbundindex |
| bvnumber | BV048224193 |
| collection | ZDB-30-PQE |
| contents | Intro -- Preface -- Contents -- Acronyms -- Part I Introduction to Cryptocurrencies -- 1 Blockchain -- 1.1 Blockchain in a Nutshell -- 1.2 Network and Nodes -- 1.3 Cryptographic Algorithm -- 1.3.1 Hash Algorithm -- 1.3.1.1 Hash Pointer -- 1.4 Distributed Ledger -- 1.5 Consensus Algorithms -- 1.5.1 Proof-of-Work -- 1.5.2 Proof-of-Stake -- 1.5.3 Byzantine Fault Tolerance -- 1.5.4 Delegated Proof-of-Stake -- 1.5.5 Summarizing Table -- References -- 2 Types of Cryptocurrencies -- 2.1 General Information on Cryptocurrencies -- 2.1.1 Creation -- 2.1.2 Objectives -- 2.1.3 Users of Cryptocurrencies -- 2.1.4 Opportunities -- 2.2 Proof-of-Work Coins -- 2.2.1 Bitcoin (BTC) -- 2.2.2 Ethereum -- 2.2.2.1 Augur -- 2.2.3 Litecoin (LTC) -- 2.2.4 Monero (XMR) -- 2.3 Byzantine Fault Tolerance Coins -- 2.3.1 Ripple -- 2.3.2 Stellar -- 2.3.2.1 Ripple Versus Stellar -- 2.4 Proof of Stake Coins -- 2.4.1 EOS -- 2.4.2 Tether (USDT) -- 2.5 Toy Coins -- 2.6 Summary of the Key Characteristics -- References -- Part II Risk in Dealing with Cryptocurrencies -- 3 Qualitative Risks -- 3.1 Cryptocurrency Market -- 3.2 Regulatory Issues -- 3.2.1 Regulation in Place -- 3.3 Design Risk -- 3.3.1 51% Attack -- 3.3.2 Selfish Mining -- 3.3.3 ICO -- 3.4 Operational Risk -- 3.4.1 Wallet -- 3.4.2 Exchanges -- 3.4.3 Other Operational Risks -- References -- 4 Quantitative Risks -- 4.1 Descriptive Analysis of Returns -- 4.2 Correlation and Diversification -- 4.2.1 Correlation Between Several Cryptocurrencies -- 4.2.2 Correlation Between Cryptocurrencies and Other Stocks -- 4.3 Flash Crash -- 4.4 Pump and Dump -- 4.5 Distributional Behaviour -- 4.6 Volatile Behaviour -- 4.6.1 ARMA-GARCH Model -- 4.7 Market Efficiency -- References -- 5 Futures and Options on Cryptocurrencies -- 5.1 Futures -- 5.1.1 Chicago Mercantile Exchange Futures -- 5.1.2 Cryptocurrency Exchanges Trading Futures 5.2 Options on Cryptocurrencies -- 5.3 Volatility Measures of Cryptocurrencies -- 5.4 Stochastic Volatility -- References -- 6 Portfolio Management -- 6.1 Portfolio Simulation -- References -- 7 Further Related Work -- 7.1 News Impact on Cryptocurrencies -- 7.2 Bubble Analysis -- References -- Part III Summary and Conclusion -- 8 Conclusion -- Index |
| ctrlnum | (ZDB-30-PQE)EBC6355596 (ZDB-30-PAD)EBC6355596 (ZDB-89-EBL)EBL6355596 (OCoLC)1197844645 (DE-599)BVBBV048224193 |
| dewey-full | 332.4 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4 |
| dewey-search | 332.4 |
| dewey-sort | 3332.4 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV048224193 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:50:39Z |
| indexdate | 2024-07-10T09:32:28Z |
| institution | BVB |
| isbn | 9783030510930 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033604926 |
| oclc_num | 1197844645 |
| open_access_boolean | |
| physical | 1 Online-Ressource (119 Seiten) |
| psigel | ZDB-30-PQE |
| publishDate | 2020 |
| publishDateSearch | 2020 |
| publishDateSort | 2020 |
| publisher | Springer International Publishing AG |
| record_format | marc |
| series2 | SpringerBriefs in Finance Ser |
| spelling | Van der Auwera, Eline Verfasser aut Financial Risk Management for Cryptocurrencies Cham Springer International Publishing AG 2020 ©2020 1 Online-Ressource (119 Seiten) txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in Finance Ser Description based on publisher supplied metadata and other sources Intro -- Preface -- Contents -- Acronyms -- Part I Introduction to Cryptocurrencies -- 1 Blockchain -- 1.1 Blockchain in a Nutshell -- 1.2 Network and Nodes -- 1.3 Cryptographic Algorithm -- 1.3.1 Hash Algorithm -- 1.3.1.1 Hash Pointer -- 1.4 Distributed Ledger -- 1.5 Consensus Algorithms -- 1.5.1 Proof-of-Work -- 1.5.2 Proof-of-Stake -- 1.5.3 Byzantine Fault Tolerance -- 1.5.4 Delegated Proof-of-Stake -- 1.5.5 Summarizing Table -- References -- 2 Types of Cryptocurrencies -- 2.1 General Information on Cryptocurrencies -- 2.1.1 Creation -- 2.1.2 Objectives -- 2.1.3 Users of Cryptocurrencies -- 2.1.4 Opportunities -- 2.2 Proof-of-Work Coins -- 2.2.1 Bitcoin (BTC) -- 2.2.2 Ethereum -- 2.2.2.1 Augur -- 2.2.3 Litecoin (LTC) -- 2.2.4 Monero (XMR) -- 2.3 Byzantine Fault Tolerance Coins -- 2.3.1 Ripple -- 2.3.2 Stellar -- 2.3.2.1 Ripple Versus Stellar -- 2.4 Proof of Stake Coins -- 2.4.1 EOS -- 2.4.2 Tether (USDT) -- 2.5 Toy Coins -- 2.6 Summary of the Key Characteristics -- References -- Part II Risk in Dealing with Cryptocurrencies -- 3 Qualitative Risks -- 3.1 Cryptocurrency Market -- 3.2 Regulatory Issues -- 3.2.1 Regulation in Place -- 3.3 Design Risk -- 3.3.1 51% Attack -- 3.3.2 Selfish Mining -- 3.3.3 ICO -- 3.4 Operational Risk -- 3.4.1 Wallet -- 3.4.2 Exchanges -- 3.4.3 Other Operational Risks -- References -- 4 Quantitative Risks -- 4.1 Descriptive Analysis of Returns -- 4.2 Correlation and Diversification -- 4.2.1 Correlation Between Several Cryptocurrencies -- 4.2.2 Correlation Between Cryptocurrencies and Other Stocks -- 4.3 Flash Crash -- 4.4 Pump and Dump -- 4.5 Distributional Behaviour -- 4.6 Volatile Behaviour -- 4.6.1 ARMA-GARCH Model -- 4.7 Market Efficiency -- References -- 5 Futures and Options on Cryptocurrencies -- 5.1 Futures -- 5.1.1 Chicago Mercantile Exchange Futures -- 5.1.2 Cryptocurrency Exchanges Trading Futures 5.2 Options on Cryptocurrencies -- 5.3 Volatility Measures of Cryptocurrencies -- 5.4 Stochastic Volatility -- References -- 6 Portfolio Management -- 6.1 Portfolio Simulation -- References -- 7 Further Related Work -- 7.1 News Impact on Cryptocurrencies -- 7.2 Bubble Analysis -- References -- Part III Summary and Conclusion -- 8 Conclusion -- Index Cryptocurrencies Schoutens, Wim Sonstige oth Petracco Giudici, Marco Sonstige oth Alessi, Lucia Sonstige oth Erscheint auch als Druck-Ausgabe Van der Auwera, Eline Financial Risk Management for Cryptocurrencies Cham : Springer International Publishing AG,c2020 9783030510923 |
| spellingShingle | Van der Auwera, Eline Financial Risk Management for Cryptocurrencies Intro -- Preface -- Contents -- Acronyms -- Part I Introduction to Cryptocurrencies -- 1 Blockchain -- 1.1 Blockchain in a Nutshell -- 1.2 Network and Nodes -- 1.3 Cryptographic Algorithm -- 1.3.1 Hash Algorithm -- 1.3.1.1 Hash Pointer -- 1.4 Distributed Ledger -- 1.5 Consensus Algorithms -- 1.5.1 Proof-of-Work -- 1.5.2 Proof-of-Stake -- 1.5.3 Byzantine Fault Tolerance -- 1.5.4 Delegated Proof-of-Stake -- 1.5.5 Summarizing Table -- References -- 2 Types of Cryptocurrencies -- 2.1 General Information on Cryptocurrencies -- 2.1.1 Creation -- 2.1.2 Objectives -- 2.1.3 Users of Cryptocurrencies -- 2.1.4 Opportunities -- 2.2 Proof-of-Work Coins -- 2.2.1 Bitcoin (BTC) -- 2.2.2 Ethereum -- 2.2.2.1 Augur -- 2.2.3 Litecoin (LTC) -- 2.2.4 Monero (XMR) -- 2.3 Byzantine Fault Tolerance Coins -- 2.3.1 Ripple -- 2.3.2 Stellar -- 2.3.2.1 Ripple Versus Stellar -- 2.4 Proof of Stake Coins -- 2.4.1 EOS -- 2.4.2 Tether (USDT) -- 2.5 Toy Coins -- 2.6 Summary of the Key Characteristics -- References -- Part II Risk in Dealing with Cryptocurrencies -- 3 Qualitative Risks -- 3.1 Cryptocurrency Market -- 3.2 Regulatory Issues -- 3.2.1 Regulation in Place -- 3.3 Design Risk -- 3.3.1 51% Attack -- 3.3.2 Selfish Mining -- 3.3.3 ICO -- 3.4 Operational Risk -- 3.4.1 Wallet -- 3.4.2 Exchanges -- 3.4.3 Other Operational Risks -- References -- 4 Quantitative Risks -- 4.1 Descriptive Analysis of Returns -- 4.2 Correlation and Diversification -- 4.2.1 Correlation Between Several Cryptocurrencies -- 4.2.2 Correlation Between Cryptocurrencies and Other Stocks -- 4.3 Flash Crash -- 4.4 Pump and Dump -- 4.5 Distributional Behaviour -- 4.6 Volatile Behaviour -- 4.6.1 ARMA-GARCH Model -- 4.7 Market Efficiency -- References -- 5 Futures and Options on Cryptocurrencies -- 5.1 Futures -- 5.1.1 Chicago Mercantile Exchange Futures -- 5.1.2 Cryptocurrency Exchanges Trading Futures 5.2 Options on Cryptocurrencies -- 5.3 Volatility Measures of Cryptocurrencies -- 5.4 Stochastic Volatility -- References -- 6 Portfolio Management -- 6.1 Portfolio Simulation -- References -- 7 Further Related Work -- 7.1 News Impact on Cryptocurrencies -- 7.2 Bubble Analysis -- References -- Part III Summary and Conclusion -- 8 Conclusion -- Index Cryptocurrencies |
| title | Financial Risk Management for Cryptocurrencies |
| title_auth | Financial Risk Management for Cryptocurrencies |
| title_exact_search | Financial Risk Management for Cryptocurrencies |
| title_exact_search_txtP | Financial Risk Management for Cryptocurrencies |
| title_full | Financial Risk Management for Cryptocurrencies |
| title_fullStr | Financial Risk Management for Cryptocurrencies |
| title_full_unstemmed | Financial Risk Management for Cryptocurrencies |
| title_short | Financial Risk Management for Cryptocurrencies |
| title_sort | financial risk management for cryptocurrencies |
| topic | Cryptocurrencies |
| topic_facet | Cryptocurrencies |
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