Bitcoin Pricing Kernels (PKs) are estimated using a novel data set from Deribit, the leading Bitcoin options exchange. The PKs, as the ratio between risk-neutral and physical density, dynamically reflect the change in investor preferences. Thus, the PKs improve the understanding of investor...

This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples...