Financial Engineering Workshop - Katia Babbar (Immersive Finance and Mathematical Institute, University of Oxford)

Katia Babbar is a Co-Founder of Immersive Finance and a Visiting Lecturer at the University of Oxford. She will be giving a seminar titled "Characteristics of Automated Market Makers (AMMs) in Decentralized Finance (DeFi) - a look at Uniswap" on Wednesday 8th March 2023 from 18:00 - 19:00.

Abstract
Crypto assets have developed over the last 14 years in parallel to mainstream finance. An ecosystem has flourished of projects/'protocols" to address some of the challenges within that system. One of the key drivers for Crypto was the concept of decentralisation, yet, many of the earlier crypto exchanges offered centralised solutions for trading in Crypto. The concept of decentralized exchanges (or DEX's) then flourished with the advent to the Ethereum network, but it was (and still is) too computationally expensive to offer the mechanics of limit order books on-chain. A solution was then proposed to replace the limit order book with an Automated Market-Maker (AMM) dynamics and the most successful DEX became Uniswap. Here we explore the AMMs dynamics and understand how to assess value for makers and takers in Uniswap.

Bio
Katia Babbar is a Co-Founder of Immersive Finance, a FinTech offering institutional grade risk management and alpha generation for Digital Assets. Katia has held various senior positions in the city, from Head of FX Quant Research to Managing Director of an e-FX Algo Trading business having worked at UBS, Citi and Lloyds Banking Group. Katia is also a Visiting Lecturer at the University of Oxford. She holds a BSc in Mathematics from University College London and a PhD in Stochastic Analysis from Imperial College.

Please register the day before the workshop to receive the link to the seminar if attending online, otherwise you may not be given access.

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