of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair … HEDGING AND PATH DEPENDENCY -- VOLATILITY DEPENDENCY -- SUMMARY -- Chapter 6: Money Management -- AD HOC SCHEMES -- THE KELLY …In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in …

We analyse robust dynamic delta hedging of bitcoin options using a set of smile-implied and other smile-adjusted deltas … volatility model, or they are based on simple regime-dependent parameterisations of local volatility. These deltas are popular … dynamic delta hedging is based solely on equity index options, but analysis of our unique data set of hourly historical …

used, in particular for long expiries and in high volatility environments. For example, we obtain positive sensitivities to …