Crypto Diversity

                                  Morning PhD-session
10:00-10:40 Christian Stolborg (CBS – supervisor David Lando):
“Demand Based Bitcoin Pricing”.
Discussant: Rolf Poulsen
10:40- 11:20

Francis Liu (HWR Berlin – supervisor Natalie Packham):
Valuation of Crypto-Backed Lending”.  
Discussant: Christian Furrer

Coffee break
11:20-12:00 Henrik Bjørn Axelsen (DIKU – supervisor Omri Ross)
“When is a DAO Decentralized?”
Discussant: Mogens Steffensen
Lunch break
Afternoon session: Crypto goes quant
(with coffee between talks) 
13:00-13:45 Natalie Packham (HWR Berlin):
“Crypto Derivatives Markets – the Good, the Bad and the (Academic) Quant’s Field Lab”
14:00-14:45 William McGhee (IMMERSIVE finance and KU MATH):
“What’s it like in a hundred vol market?”
15:00-15:45 Artur Sepp (Sygnum Bank Asset Management):
“Modelling implied volatility surfaces of cryptocurrencies”
Evening Session: Comedy
(This replaces a speaker’s dinner – several of the speakers have to run off quickly; finishing time makes it possible to catch cheap flights to LHR/LGW/STN and BER)
16:00-16:30 Alice Fraser (on Zoom from Sydney)
16:30-17:00 Dominic Frisby (live in person)

 Participation is free. Click here to register before 1. November.