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An interview with Prof. Marco Avellaneda, Professor of Mathematical Finance at New York University Courant Institute of Mathematical Sciences, as told to Irene Aldridge. With 2016 registering levels of volatility in the U.S. markets not seen for a long period of time, we sat down with the volatility expert, Prof. Marco Avellaneda of NYU Courant Institute for Mathematical Sciences to discuss what is underpinning developments in the markets. Prof. Marco Avellaneda is an internationally recognized figure in the field of computational volatility modeling. Some of his latest research will be on display at the Big Data Finance Conference to take place at New York UniversityRead More →

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By Irene Aldridge Last week, prices of several commodities declined abruptly: silver lost over a quarter of its value from April 29 to May 5, while oil plunged nearly 10% over the same period of time. The immediate question on the minds of many investors was whether the commodity run was over. And while the Federal Reserve has indicated that that they will deliver a soft landing to QE2, instead of an abrupt end that would have sparked inflation and sent commodities soaring, the signals of the Fed were by no means thought to have such profound impact on prices. Instead, as this note shows,Read More →