Margin Constraints, Default Aversion, and Optimal Hedging in Bitcoin Futures Markets
Speaker: Bin Zou from University of Connecticut Time: 10/22/2020, 2:00 – 2:50pm Zoom: 992 7853 8762 Abstract: We incorporate margin constraint and default aversion into the study of Bitcoin futures. The margin constraint limits an investor’s ability to satisfy the margin requirement in futures trading, while losses exceeding the margin constraint leads to a default event. The […]
NSA Internship Opportunities – 2021
The National Security Agency has exceptional paid summer internships for undergraduate and graduate mathematics and statistics students to work on research and mission-critical problems vital to our nation’s security. This announcement covers the requirements, application procedures, deadlines, and contact information. To be considered for these great opportunities they have to apply online at https://www.intelligencecareers.gov/nsa . Please note that the application […]
AWM Panel on Summer Opportunities
This academic year, our AWM Student Chapter is excited to be running a four-part Personal and Professional Development Series for Women in Mathematics (supported by the Women’s Impact Network). The first part of this series on Summer Opportunities for Women in Mathematics will be held on Monday, Sept. 21, 11:00 AM – 12:00 PM, on […]
Prof. Suzanne L. Weekes Named SIAM Executive Director
Former CIMS Director and CIMS member Suzanne Weekes has been named the Executive Director of the Society for Industrial and Applied Mathematics (SIAM). In Prof. Weekes’s words: “SIAM has always been a special and important organization to me, personally and professionally. In fact, the SIAM Annual Meeting was the first conference I attended when I […]