Work

Real-Time VaR Calculations for Crypto Derivatives in kdb+/q

Year: 2025

Type: article

Source: The Journal of FinTech

DOI: 10.1142/s270510992550004x

Authors: Yutong Chen, Paul Bilokon, Conan Hales, Laura Kerr

Institution: Imperial College London

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409175101

FWCI:

Cites: 16

Cited by:

Related to: 10