April 2026
Intermediate
288 pages
9h 2m
English
Content preview from Financial Mathematics for Cryptocurrencies
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About the Author
Tom J. Espel is a quantitative strategist with expertise in research and risk management of electronic and illiquid assets. He specializes in applied mathematics, market econometrics, and practical applications of machine learning to emerging financial markets, including digital assets.
He has worked in London, Hong Kong, and Singapore in currencies and commodities, focusing on alpha research, market making, and high-frequency trading. His work centers on frontier assets, markets characterized by scarce data and fragmented liquidity, which has given him deep insight into the challenges of quantitative modeling and risk management in nascent markets and DeFi. His current interests include market microstructure, liquidity and volatility modeling, and machine learning for sparse, noisy data.
Tom has been invited as a guest lecturer in quantitative finance at institutions in London and Hong Kong, sharing his expertise in mathematical finance and risk management. He has also published research in quantitative finance.
He holds an MSc in mathematics and finance from Imperial College London, an MEng in electrical and electronic engineering from CentraleSupélec (Paris-Saclay University), and a BSc in applied economics from Paris Dauphine (PSL University).
In his spare time, Tom is a passionate photographer, a wine enthusiast, and enjoys various sports.
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