Principles of decentralized finance (Summer 2022)

Short course: Principles of decentralized finance

  1. Overview
  2. Schedule and syllabus
  3. Problem sets


In this short four-week course, we aim to give a simple and broad mathematical overview of the current state of decentralized finance including topics like stablecoins, automated market making, among others. This course assumes a reasonable amount of comfort with advanced undergrad or basic graduate courses in probability, linear algebra, and analysis, though future iterations will likely have fewer prerequisites.

Schedule and syllabus

Lectures are every Tuesday and Thursday from 3:00-4:00 PM, starting on June 14, 2022, at Packard 202. Most lectures will be taught by Guillermo Angeris, but at least one will have a guest lecturer.

The lectures below are subject to change, but should be reasonably stable.

Problem sets

Every lecture has a (very short) set of problems associated with it that should take no more than an hour or so to complete. Of course, given that this is just a set of lectures, no homeworks will be graded.

Last modified: August 24, 2022. Website built with Franklin.jl and Julia.