Price Efficiency on Uniswap đ
Constant product formula vs. order book.
Dynamics of Liquidity Pool Returns: A Uniswap Example đ
Where blockchain meets Brownian motion.
Modern Portfolio Theory: A Case Study on Turnips đšī¸ đĨ
And how having friends makes the stalk market a lot more profitable.
Market Comovement in Equilibrium đ
A glimpse of the promised land.
Black-Scholes-Merton Formula âī¸
A step-by-step derivation.
When Will N(d1) Become the Probability of Exercising an Option? âī¸
A proof by comparing change of measure with the Black-Scholes formula.