The Mathematics of Markets

Abstract

POL Labs is a boutique of research mathematicians and economists. We work the hard problems of finance — how prices form, how liquidity behaves, how risk accumulates, how incentives resolve — as research: modeled, proven where we can, and stress-tested where we cannot, to the standard of a published paper.

We take a few engagements a year, and we choose them. Where others assert how a market will behave, we derive it.

Keywords. pricing and hedging · market microstructure · liquidity · risk · mechanism design