Can the Black-Scholes model be successfully applied to the cryptocurrency market?

This question will be answered by a team led by Dr Jacek Mizerka, Professor at the UEP. The researchers will examine the application of the Black-Scholes model, considering how interest rates are selected and how the volatility model is developed.

On 30 November, Dark Pool One S.A. signed a cooperation agreement with a renowned academic institution, the Poznań University of Economics. We now have a team of advisors: Dr Jacek Mizerka, Professor of the UEP, Dr Marcin Bartkowiak, Dr Bartosz Kabaciński and Dr Aleksandra Rutkowska (biographical notes can be found in the Team tab), whose comments and articles on our business model will be published in December.

– The original and innovative business model proposed by Dark Pool One is what prompted us, research, and teaching staff at the UEP, to start collaborating with the company. We see our role as supporting the implementation of this model into practice. Being aware of the risk we take, we want to contribute to popularising the idea of decentralised finance – says Dr Jacek Mizerka.

– The statement that cooperation between business and science is a necessity, especially in view of such rapid development of technology, seems to be a truism. The cooperation of the Poznan University of Economics (UEP) with business practitioners consists in information flow (e.g., studies authored by UEP’s employees commissioned by business partners), people flow (e.g., recent graduates to companies), educational activities (postgraduate studies, courses, trainings), sponsoring (business partners sponsor research and didactic projects). This cooperation takes various organisational forms. It is worth mentioning the UEP Partner Club which brings together companies of operating on national or even international scale, the Centre of Management Education which provides teaching services for companies and public institutions, participation in the Academic Technology Transfer Centre and the activity of our Special Purpose Vehicle which enables the transfer of new technologies and organisational and financial solutions to business practice.