Masthead 2021
Convergence is published yearly by the Department of Mathematical Sciences at Carnegie Mellon University for its students, alumni and friends to inform them about the department and serve as a channel of communication for our community. Readers with comments or questions are urged to send them to Convergence. The department is headed by Prasad Tetali.
Editor-in-Chief
Prasad Tetali, Department Head
Editor
Jocelyn Duffy, Associate Dean for Communications
Design & Layout
Matthew Salyers, Communications Manager
Contributing Writers
Jocelyn Duffy, Ben Panko, Emily Payne, Steve Shreve, Elizabeth Speed, Colleen Storm
Publications Managers
Emily Payne, Rachel Keeney
Photography & Images
Jonah Bayer, Digital Producer
Courtesy of Carnegie Mellon University, unless otherwise noted
Online Magazine
Gigi Wiltanger, Web Manager
Carnegie Mellon University
Department of Mathematical Sciences
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Produced for the Department of Mathematical Sciences by Marketing & Communications, November, 2018, 19-150.
©2018 Carnegie Mellon University, All rights reserved. No part of this publication may be reproduced in any form without written permission from Carnegie Mellon University’s Department of Mathematical Sciences.
About the Cover
The graph shows the volatility in percent on the vertical axis for IBM stock computed from the prices of options with differing strike prices and times to expiration using Dupire’s formula.
Image generated by MathFinance AG based on data sources from Bloomberg for IBM volatilities of April 6, 2020.
