From Theory to Tokens: Heston Volatility in DeFi
Discover how the Heston stochastic volatility model brings clarity to DeFi’s wild price swings, turning market noise into actionable insight for long, term resilience.
DEFI FINANCIAL MATHEMATICS AND MODELING
Quantitative techniques for valuing tokens, assessing risk, and designing financial products using statistics, stochastic calculus, and simulation in the DeFi space.
Discover how the Heston stochastic volatility model brings clarity to DeFi’s wild price swings, turning market noise into actionable insight for long, term resilience.
Learn how to blend financial math, protocol economics, and game theory to craft safe, high yield DeFi strategies that balance returns and risk.
5 months ago
Discover how to assess DeFi vault risk with Sharpe and Sortino ratios, turning complex returns into clear, risk, adjusted insights that help you decide if higher APY truly compensates the volatility.
5 months ago
Learn how stochastic models reveal DeFi transaction patterns, from volume swings to gas price trends, and predict confirmation times. A quick guide to applying math to live blockchain data.
6 months ago
Learn how token burn, buyback and mathematical modeling create scarcity, value, and resilience in DeFi, turning smart contracts into sustainable, investor, friendly ecosystems.
6 months ago
Track smart contract call counts to spot sudden spikes like a surge from 12 to 120 in half a day. Those dynamics reveal uneven exposure and help you manage DeFi risk before it grows.
6 months ago
Learn how to price DeFi derivatives on-chain using a binomial tree model, from theory to Solidity code. Build deterministic contracts, reduce gas, and bridge traditional finance tools to the blockchain.
6 months ago
Discover how on-chain volume reveals DeFi market volatility, linking transaction flow to price swings and empowering traders, liquidity providers, and risk managers with a transparent, data-driven volatility metric.
Turn DeFi call logs into stress metrics: learn how raw smart contract histories reveal hidden risk, contagion paths, and systemic pressure enabling clearer risk assessment and smarter protocol design.
Learn how to craft a DeFi yield curve from first principles, understand what drives rates, gather market data, and shape a forward, looking curve that mirrors real, world decentralised liquidity and risk.
Discover how Monte Carlo simulation turns DeFi tokenomics from single guesses into a full spectrum of possible outcomes. Learn the basics, why probability matters, and build your own model step by step.
Learn how to use VaR and CVaR to measure downside risk in DeFi, and build smart contracts that dynamically rebalance your portfolio for smarter, automated exposure control.