awesome-foundations-of-DeFi

An Awesome list for resources on the foundations of Decentralized Finance (DeFi)

Papers

Automated Market Makers

• Automated Market Makers That Enable New Settings: Extending Constant-Utility Cost Functions
• An Analysis of Uniswap Markets
• Improved Price Oracles: Constant Function Market Makers
• Liquidity Provider Returns in Geometric Mean Markets

DEXs

• Flash Boys 2.0: Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchanges

Stablecoins

• Stablecoins 2.0: Economic Foundations and Risk-based Models
• While Stability Lasts: A Stochastic Model of Stablecoins
• (In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks

Stress Testing

• The Decentralized Financial Crisis

Collateral

• Balance: Dynamic Adjustment of Cryptocurrency Deposits

Courses and Lecture Notes

• Incentives in Computer Science: Prediction Markets

Articles

Books

• Introduction to Quantitative Finance
• Options, Futures and other Derivatives
• A History of Interest Rates

Videos

• What is an AMM and why do we need it?

Mathematics Background

Books

• Convex Optimization
• Algorithmic Game Theory
• Introduction to Applied Linear Algebra

Cours and Lecture Notes

• Convex Optimization

People to Follow

• Tarun Chitra
• Guillermo Angeris
• Hasu
• Su Zhu
• Jun-You Liu
• Ariah Klages-Mundt
• Dominik Harz