Crypto Diversity
| Morning PhD-session | |
| 9:00 | Opening and welcome |
| 9:05-9:45 | Johan Auster (KU MATH – supervisor Rolf Poulsen): “Geometric staking pools”. Discussant: Natalie Packham |
| 9:45-10:25 | Christian Stolborg (CBS – supervisor David Lando): “Demand Based Bitcoin Pricing”. Discussant: Mogens Steffensen |
| Coffee break | |
| 10:40-11:20 | Francis Liu (HWR Berlin – supervisor Natalie Packham): “Valuation of Crypto-Backed Lending”. Discussant: Christian Furrer |
| 11:20-12:00 | Henrik Bjørn Axelsen (DIKU – supervisor Omri Ross) “When is a DAO Decentralized?” Discussant: Rolf Poulsen |
| Lunch break | |
| Afternoon session: Crypto goes quant (with coffee between talks) |
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| 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): “Building an exotics and structured products market in Crypto” |
| 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) |
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| 16:00-16:30 | Alice Fraser (on Zoom from Sydney) |
| 16:30-17:00 | Dominic Frisby (live in person) |