Workshop on Decentralized Finance and Market Microstructure
Description
Blockchain technology, asset digitisation, and automated market makers are reshaping the future of the financial landscape and challenging traditional stakeholders. With the increasing tokenisation, trading volumes, and investor interest, it is essential to study the price formation and trading processes in these markets, as well as the consequences of market organisation for price discovery and welfare. This workshop aims to shed light on the numerous future challenges and promote this emerging field. The workshop aims at providing an opportunity for junior and senior academics in Finance, Economics, Computer Science, and practitioners from the industry to discuss the exciting research opportunities, with a focus on the mathematical tools to study the microstructure and design of decentralised marketplaces.
We invite paper submissions and submissions for a dedicated poster session. Those interested in presenting are requested to submit an 8–10-word title, an abstract, along with the required additional information by March 14, 2025 through the following link: https://docs.google.com/forms/d/e/1FAIpQLScwyoJPNZssnLxzqTAJCYkIXGgOGPt1....
List of Invited Speakers
- Agostino Capponi, Columbia University
- Fayçal Drissi, University of Oxford
- Bruno Dupire, Bloomberg L.P.
- Zachary Feinstein, Stevens Institute of Technology
- Federico Gatta, Scuola Normale Superiore
- Roger Lee, University of Chicago
- Katya Malinova, McMaster University
- Johannes Muhle-Karbe, Imperial College London
- Marcel Nutz, Columbia University
- Yuri Saporito, Fundação Getulio Vargas (FGV EMAp)
- Francesco Tarantelli, University of Bologna
- Katrin Tinn, McGill University
Sponsors
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For in-person participants, please note that the workshop will take place in different locations:
- Bahen Centre, Room 1200 (1st floor): for all the talks
- Fields Institute, Room 309, Stewart Library (3rd floor): for coffee breaks & lunches
- Fields Institute, Atrium (2nd floor): for workshop reception
For directions between the Fields Institute and the Bahen Centre, please see: https://drive.google.com/file/d/1nFp1HEeNLbBStGes6-2yoQu1qylGsLaI/view?u...
Schedule
09:00 to 09:20 |
Registration
Location:Bahen Centre, Room 1200 |
09:20 to 09:25 |
Opening Remarks
Sebastian Jaimungal, University of Toronto Location:Bahen Centre, Room 1200 |
09:25 to 10:15 |
Johannes Muhle-Karbe, Imperial College London Location:Bahen Centre, Room 1200 |
10:15 to 10:45 |
Federico Gatta, Scuola Normale Superiore Location:Bahen Centre, Room 1200 |
10:45 to 11:10 |
Coffee Break
Location:Fields Institute, Room 309, Stewart Library |
11:10 to 12:00 |
Fayçal Drissi, University of Oxford Location:Bahen Centre, Room 1200 |
12:00 to 13:30 |
Lunch Break
Location:Fields Institute, Room 309, Stewart Library |
13:30 to 14:20 |
Katrin Tinn, McGill University Location:Bahen Centre, Room 1200 |
14:20 to 14:50 |
Coffee Break
Location:Fields Institute, Room 309, Stewart Library |
14:50 to 15:40 |
Agostino Capponi, Columbia University Location:Bahen Centre, Room 1200 |
15:40 to 16:30 |
Title TBA
Zachary Feinstein, Stevens Institute of Technology Location:Bahen Centre, Room 1200 |
16:30 to 18:30 |
Workshop Reception
Location:Fields Institute, Atrium |
09:25 to 10:15 |
Marcel Nutz, Columbia University Location:Bahen Centre, Room 1200 |
10:15 to 10:45 |
Francesco Tarantelli, University of Bologna Location:Bahen Centre, Room 1200 |
10:45 to 11:10 |
Coffee Break
Location:Fields Institute, Room 309, Stewart Library |
11:10 to 12:00 |
Roger Lee, University of Chicago Location:Bahen Centre, Room 1200 |
12:00 to 13:30 |
Lunch Break
Location:Fields Institute, Room 309, Stewart Library |
13:30 to 14:20 |
Katya Malinova, McMaster University Location:Bahen Centre, Room 1200 |
14:20 to 14:50 |
Coffee Break
Location:Fields Institute, Room 309, Stewart Library |
14:50 to 15:40 |
Yuri Saporito, Fundação Getulio Vargas (FGV EMAp) Location:Bahen Centre, Room 1200 |
15:40 to 16:30 |
Bruno Dupire, Bloomberg L.P. Location:Bahen Centre, Room 1200 |