Mathematical Finance & Financial Data Science Seminar

Crypto Assets and their Derivatives

Speaker: Amir Sadr and Jason Thelen, CorePoint Partners and RelativeValue LLC

Location: Online Zoom access provided to registrants

Date: Tuesday, October 12, 2021, 5:30 p.m.


Digital assets and crypto derivatives are growing at an explosive rate and rapidly making the transition from a retail product to an institutional mainstream one. Many investors and hedge funds want exposure to crypto and are allocating a portion of their portfolios to digital assets. While the regulated spot and derivatives exchanges provide access and exposure to Bitcoin and other cryptocurrencies, the bulk of crypto derivatives activity is in offshore exchanges. In this talk, we discuss the major players, nuanced products (perpetual swaps, inverse products), strategies, and challenges in the crypto derivatives space. Despite myriad regulatory, technical and operational challenges to its widespread adoption and availability, crypto remains an inevitable and exciting work in progress.

Speaker Bio:

Amir Sadr - Amir Sadr is an expert in fixed income and interest rate derivatives, a university lecturer at NYU Courant, and a consultant to banks, hedge funds and proprietary trading firms. His areas of expertise include quantitative methods and valuation techniques in fixed income and interest rate swaps, options, and structured products; and lately crpyto. Amir’s Wall Street career spans a variety of roles at different banks and hedge funds including Morgan Stanley, Greenwich Capital, HSBC, and Brevan Howard. Amir co-founded Yield Curve Trading LLC, a proprietary trading firm utilizing macro and relative value fixed income strategies and served as its COO until its merger. He is the author of the authoritative reference book Interest Rate Swaps and their Derivatives; a co-author of The Capital Markets: Evolution of the Financial Ecosystems; and is currently completing Mathematical Techniques in Finance. He obtained his M.S. and Ph.D. from Cornell University. He can be reached at

Jason Thelen – Jason Thelen is currently a director of asset management for a Denver-based crypto lending firm. He has over 30 years of trading experience in a variety of asset classes including fixed income, equity index, commodities and crypto for the past 2 years. He was one of the first electronic traders in the mini-SP and mini-Nasdaq at Rosenthal Collins Group.  Mr. Thelen helped build and served as a Managing Partner at Breakwater LLC, the largest futures/securities trading house in fixed income.  He founded Endeavor LLC, a top 20 volume producer in fixed income and one of the largest cattle and hog option market makers.  After Endeavor's acquisition by Sun Trading, he founded RelativeValue LLC, trading fixed income and crypto for its own proprietary account and select family offices.  Mr. Thelen went to Loyola University.  He can be reached at



This event is free, but requires registration. Please click here to register