Crypto-currencies have developed a vibrant market since bitcoin, the rst crypto-currency, was created in 2009. We look … assets, studying their returns and the co-movements of altcoin prices with bitcoin and against each other. We evaluate their …-currencies: an equallyweighted one, a value-weighted one, and one based on the CRypto-currency IndeX (CRIX). The CRIX portfolio …

. This research assess if it is possible successfully use interest rates sensitivity arbitrage in bond portfolio (also known … as convexity arbitrage) in financial praxis. This arbitrage is sparsely described in literature and an assessment about … its practical success is missing. Research methodology - Methodology steps: mathematical definition of given arbitrage …