Bitcoin & Crypto-assets, October-December 2022
with Ferdinando Ametrano (B00808399 AT essec DOT edu)
Department of Finance, ESSEC Business School
3 Bernard Hirsch, 95021 Cergy-Pontoise Cedex
Learning objectives
The course is about bitcoin and crypto-assets, their economic rationale and potential.
Financial markets, investing, and monetary theory are the focus of the course; anyway, game theory, computer science (distributed systems, distributed consensus), and cryptography elements are examined too, in the attempt to properly convey the interdisciplinarity of the topic and appreciate its relevance.
Focusing mainly on Bitcoin as reference crypto-asset, the course will also cover Ethereum, smart assets, ICO, NFT, and the general applicability of blockchain technology.
The frontier of monetary engineering will be explored
Prerequisites
There are no strict prerequisites, even if a computer science mindset and some familiarity with algebra and finance might help to appreciate the course.
While a rigorous formal approach is almost impossible in a course touching on so many and so different knowledge areas, intellectual curiosity is stimulated about the interplay between finance, maths, cryptography, economic incentives, technology, monetary theory, regulatory issues, and politics.
Teaching method
- Slide based lessons with associated bibliography
- Feedback about typos/mistakes to be fixed and clarification to be added is very much appreciated
- Slides are usually revised after each lesson to incorporate the feedback: the latest version is always available online and is clearly marked on the cover with the revision date
- Python 3 programming assignments and technology assignments
- Possibly, workshops on Bitcoin Core, Electrum, and OpenTimestamps
Teaching language
English
Assessment
There will five homework assignments, each one worth one point. Assignments can be tackled by group of students, up to three, no more.
The final exam on December 6 will have ten multiple choice questions, each one worth one point, and two open questions that will account for the remaining five points.
Contacts
- Administrative queries: Esther Bonville (bonville AT essec DOTedu)
- Teaching assistant, assignments: Alessandra Guaitamacchi (B00792969 AT essec DOT edu)
- Course content questions: Ferdinando Ametrano (B00808399 AT essec DOT edu)
Schedule
- 2022-10-04 Tuesday 16:30-19:30
Course Description
slides
Bitcoin as Digital Gold (Part 1)
slides - 2022-10-11 Tuesday 16:30-19:30 (online)
Bitcoin as Digital Gold (Part 2)
slides - 2022-10-18 Tuesday 16:30-19:30
Hash Functions
slides
Blockchain, Mining, and Distributed Consensus (Part 1)
slides - 2022-10-22 Saturday 9:00-12:00
Blockchain, Mining, and Distributed Consensus (Part 2)
slides - 2022-10-25 Tuesday 16:30-19:30
Transactions and Scripts
slides - 2022-11-08 Tuesday 16:30-19:30
Timestamping and the OpenTimestamps Protocol
slides - 2022-11-15 Tuesday 16:30-19:30 (online)
Beyond Bitcoin: Between Hype and Reality (Part 1)
slides - 2022-11-26 Saturday 9:00-12:00
Beyond Bitcoin: Between Hype and Reality (Part 2)
slides - 2022-11-29 Tuesday 16:30-19:30
The Cryptocurrency Frontier in Monetary Engineering
slides and video
Hayek Money: The Cryptocurrency Price Stability Solution - 2022-12-06 Tuesday 16:30-19:30
Final exam
Python library
btclib.org
github.com/btclib-org/btclib
Python scripts, Excel spreadsheets, and regtest lab material
References
- Course slides with associated bibliography
- Satoshi Nakamoto,
“Bitcoin: A Peer-to-Peer Electronic Cash System” (2008),
https://bitcoin.org/bitcoin.pdf - A. Narayanan, et al.,
“Bitcoin and Cryptocurrency Technologies: A Comprehensive Introduction” (2016),
Princeton University Press, 978-0691171692,
https://www.coursera.org/learn/cryptocurrency
https://bitcoinbook.cs.princeton.edu
https://www.lopp.net/pdf/princeton_bitcoin_book.pdf - Pedro Franco,
“Understanding Bitcoin: Cryptography, Engineering and Economics” (2014),
Wiley, 978-1119019169 - Friedrich A. Hayek,
“Denationalisation of Money: The Argument Refined”,
https://mises.org/library/denationalisation-money-argument-refined
Advanced references
- Roger Wattenhofer,
“Blockchain Science: Distributed Ledger Technology” (3rd edition, 2020),
Independently published, 978-1793471734 - Christof Paar, Jan Pelzl,
“Understanding Cryptography”,
Springer, 978-3642041006
https://wiki.crypto.rub.de/Buch/en/slides.php
https://youtube.com/channel/UC1usFRN4LCMcfIV7UjHNuQg/videos - Saifedean Ammous,
“The Bitcoin Standard: The Decentralized Alternative to Central Banking” (2018),
Wiley, 978-1119473862