Recent years have witnessed significant advancements in cross-chain technology.
However, the field faces two pressing challenges. On the one hand, hacks on cross-chain …

Decentralized Finance (DeFi), a blockchain powered peer-to-peer financial system, is
mushrooming. Two years ago the total value locked in DeFi systems was approximately …

Abstract The “Black Thursday” crisis in cryptocurrency markets demonstrated deleveraging
risks in over‐collateralized noncustodial stablecoins. We develop a stochastic model that …

In the past two years, decentralised finance (defi) has attracted increasing attention and
scrutiny from academics, research institutions, policy makers, participants in the crypto …

We investigate the theoretical and empirical relationships between activity in on-chain
markets and pricing in off-chain cryptocurrency markets (eg, ETH/USD prices). The …

Recent years have witnessed significant advancements in cross-chain technology.
However, the field faces two pressing challenges. On the one hand, hacks on cross-chain …

We establish a Stackelberg attack by Liquidity Providers against Governance of an AMM,
leveraging forking and commitments through a Grim Forker smart contract. We produce a …

This thesis confronts the challenges of complexity in financial systems, in which economic
questions transform into computer science and mathematical problems. For instance, this …

We establish a Stackelberg attack by Liquidity Providers against Gov-ernance of an AMM,
leveraging forking and commitments through a Grim Forker smart contract. We produce a …