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Financial Mathematics for Cryptocurrencies
book

Financial Mathematics for Cryptocurrencies

by Tom Espel
April 2026
Intermediate
288 pages
9h 2m
English
Wiley
Content preview from Financial Mathematics for Cryptocurrencies

Acronyms

ADV
average daily volume
AMH
adaptive markets hypothesis
AMM
automated market maker
ARCH
autoregressive conditional heteroskedasticity
AVS
actively validated service
BIS
Bank for International Settlements
BSM model
Black-Scholes-Merton model
CAPM
capital asset pricing model
CBDC
Central Bank Digital Currency
CDS
credit default swap
CEX
centralized crypto exchange
CFTC
Commodity Futures Trading Commission (US financial regulator)
CIR model
Cox-Ingersoll-Ross model
DACS
Digital Asset Classification Standard
DAO
decentralized autonomous organization
dApp
decentralized application
DCF
discounted cash flow
DDV
dividend discount valuation
DeFi
decentralized finance
DEX
decentralized exchange
DPoS
delegated proof of stake
DvP
delivery versus payment
EMH
Efficient Market Hypothesis
EOM
end-of-month
ERC
Ethereum request for comments
ETF
exchange-traded fund
EVM
Ethereum virtual machine
FFA
forward-forward agreement
FINMA
Financial Market Supervisory Authority (Swiss financial regulator)
FRA
forward rate agreement
FTAP
Fundamental Theorem of Asset Pricing
FX
foreign exchange
GAAP
generally accepted accounting principles
GARCH
generalized autoregressive conditional heteroskedasticity
GBM
geometric Brownian motion
GENIUS Act
Guiding and Establishing National Innovation for US Stablecoins Act
GFC
2008 Great Financial Crisis
GICS
Global Industry Classification Standard
HHR classification
Härdle-Harvey-Reule (HHR) classification
HJM model
Heath-Jarrow-Morton model
HTLC
hashed time ...
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Publisher Resources

ISBN: 9781394370078