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2016 Blackwell-Tapia Prize Will Be Awarded to Mariel Vazquez

Posted on 4/14/16 in News

Mariel Vazquez (UC Davis) will be awarded the 2016 Blackwell-Tapia Prize, which is given every other year in honor of David H. Blackwell and Richard A. Tapia, two mathematical scientists recognized for their research and inspiration to generations of African American, Latino/Latina, and Native American […]

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Guggenheim Foundation Honors Three IPAM Participants

Posted on 4/13/16 in News

The John Simon Guggenheim Memorial Foundation recently awarded fellowships to 178 scholars, artists, and scientists. Out of the nearly 3,000 applicants in the Foundation’s 92nd competition, three IPAM participants were appointed fellows on the basis of “prior achievement and exceptional promise.” Congratulations go out to: […]

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Charlie Doering

U.S. DoD Names 2016 Class of National Security Science and Engineering Faculty Fellows

Posted on 4/12/16 in News

The U.S. Department of Defense announced its 2016 class of National Security Science and Engineering Faculty Fellows. According to the DoD, the program awards grants to top-tier researchers from U.S. universities to conduct long-term, unclassified, basic research of strategic importance to the Defense Department. Fifteen […]

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Oscar Bruno

Identifying Links Between the S&P500 and VIX Derivatives

Posted on 4/5/16 in Research Articles

By Andrew Papanicolaou The technique of volatility trading has been common practice since the 1970′s. Typically, a long (short) position in volatility included a long (short) position in options. In 2003 there came a more standardized way of trading volatility, as the VIX formula became […]

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