Home

A practical seminar on Cryptocurrencies Presented by Prof. Ghulam Sorwar


The Presenter

Prof. Ghulam Sorwar is a highly experienced finance academic with a wealth of practical experience. Following a career on the derivatives desk at Abbey Life Investment Services, he joined City University Business School where he helped to develop the MSc in Mathematical Trading and Finance and taught the numerical methods course. He is currently a full-time member of the finance faculty at Keele University and has published widely on financial time series simulation and options pricing for risk management. Ghulam is an energetic teacher who puts across his subject matter in a relevant and entertaining way.

The Course

This 3-day programme provides in-depth understanding of Cryptocurrencies starting with how they relate to traditional fiat currencies. This programme explores the underlying technology blockchains driving and concludes by exploring how to forecast Cryptocurrency prices. The course is highly relevant to anyone interested in how Cryptocurrencies work, their applications, and their future impact on the wider economy.

Prior Knowledge

None required.

Who Should Attend?

  • Traders
  • Economists
  • Bankers
  • Risk Managers
  • Strategists
  • Consultants
  • Middle
  • Senior Managers

DAY I

Introduction to Cryptocurrencies

  • Brief introduction on the history and role of money
  • Ledgers & Triple Entry Accounting
  • Fiat Currency & Central Banking
  • Early Cryptographic Digital Money
  • Introduction to the Double Spend problem
  • Cryptocurrencies are more than Bitcoins
  • Examples of recent Cryptocurrencies
  • Introduction to Blockchains
  • Introduction to modern Cryptography

Blockchains

  • What is a Blockchain?
  • Blockchain key characteristics
  • Blockchain types
  • Key components of a Blockchain
  • Hash functions
  • Merkle trees
  • Mining
  • Consensus algorithms
  • Some applications of Blockchains

DAY II

Bitcoins and Ethereum

  • Bitcoins: a peer-to-peer electronic payment system
  • The beginning of Bitcoins
  • Bitcoin basics
  • Simplified example of a Bitcoin transaction
  • The Bitcoin blockchain
  • Transferring ownership of Bitcoins
  • The Proof of Work
  • Introduction to Ethereum and Ether
  • Introduction to Smart Contracts

Stable coins

  • The need for Stable coins
  • Key ideas behind Stable coins
  • Examples of Stable coins
  • Fiat collateralized Stable coins
  • Real asset collateralized Stable coins
  • Non-collateralized Stable coins
  • Introduction to Decentralized Autonomous Organizations (DAO)

DAY III

Understanding Cryptocurrencies Data – Descriptions and Distributions

  • Cryptocurrencies risk
  • Descriptive measures of Cryptocurrencies data
  • Measures of association for Cryptocurrencies
  • Introduction to statistical distributions of Cryptocurrencies data
  • Visualising Cryptocurrencies returns and volatility
  • Introduction to the use of EXCEL in modelling Cryptocurrencies prices and returns

Forecasting Cryptocurrencies prices and returns

  • Time series patterns of Cryptocurrencies
  • Essential time series models for Cryptocurrencies
  • Complex time series models for Cryptocurrencies
  • Measuring correlation in Cryptocurrencies returns
  • Estimating parameters for Cryptocurrencies models
  • Use of EXCEL in Cryptocurrencies modelling
  • Limitations of Cryptocurrencies forecasting models