Research
Research drives our design. Below we link to some key papers that have helped shape our thinking.Asset Pricing
- Existence of an Equilibrium for a Competitive Economy, 1954, Arrow and Debreu
- The Pricing of Options and Corporate Liabilities, 1973, Black and Scholes
- Intertemporal Capital Asset Pricing Model (ICAPM), 1973, Merton
- Theory of Rational Option Pricing, 1973, Merton
- Options and Efficiency, 1976, Ross
- Arbitrage Theory of Capital Asset Pricing, 1976, Ross
- Asset Prices in an Exchange Economy, 1978, Lucas
- Intertemporal Asset Pricing with Stochastic Consumption and Investment Opportunities, 1979, Breeden
- Martingales and Arbitrage in Multiperiod Securities Markets, 1979, Harrison and Kreps
- A Theory of the Term Structure of Interest Rates, 1985, Cox, Ingersoll, and Ross (CIR)
- Testable Restrictions Implied by Dynamic Asset Pricing Models, 1987, Hansen and Richard
- Asset Price Bubbles in Incomplete Markets, 2010, Jarrow et al.
Risk Measures
Blockchain Economics
Market Microstructure
Consensus
Cryptography
