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 […]
SIAM announced their Fellows Class of 2016, and two IPAM participants were among those recognized: Dwight Barkley (University of Warwick)—participant in Mathematics of Turbulence long program (2014) Gregory Beylkin (University of Colorado Boulder)—participant in Multiscale Geometry and Analysis in High Dimensions long program (2004), and […]
This white paper on the recent progress and remaining open questions related to IPAM’s long program Traffic Flow Management was written by the participants of the program and edited by Daniel Work and Benjamin Seibold. Read the full report. Introduction Transportation research is currently at […]
Congratulations to the 2016 Simons Foundation Fellows in Mathematics and Theoretical Physics! Awardees include many speakers, organizers and participants of IPAM programs: Alexei Borodin (MIT)—member of IPAM’s Science Advisory Board Gautam Iyer (CMU)—speaker of a workshop during the 2014 Mathematics of Turbulence program Bryna Kra […]
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