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@ng.trung.hiu36: @th^-^~ @Ph Huy Hoangg🐰 @Đè𝘰 𝘮𝘰ẹ 8ʙ @thao quyen #xhtiktok#capcut#
Ng Trung Hiếu
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Region: VN
Wednesday 12 August 2026 14:07:53 GMT
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đẻ vào giờ dỗi :
2026-08-12 14:54:07
1
🍁 :
xh
2026-08-12 14:17:27
0
Chờ ang :
Xhhh
2026-08-12 14:12:45
1
th^-^~ :
=))
2026-08-12 14:12:51
0
Thuy linh? :
Ối ối
2026-08-12 14:19:34
0
Ng Trung Hiếu :
@Thuy linh?
2026-08-12 14:09:03
2
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This is a very rough backing out of the risk-neutral option-implied probability density function of Bitcoin based on Deribit BTCUSD options contracts. The mathematical framework for deriving a probability density function like this entails interpolating option prices (C) as functions of strike price (K) for each expiration date (T). Then, we smooth that discrete function (e.g. using a smoothing spline), and use its concavity to understand the market-implied probability of the underlying being at any given price at the expiration date associated with each f(C, K). #quant #bitcoin #crypto #money #quanttrading
#fyp
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