Subscribe to Wilmott
Follow us on Twitter
join wilmott
audio visual
file share
jobs board
about us
Property Derivatives: The Next Big Thing (Finally)?: Wilmott Magazine Article
Derek Nesbitt 404 Views

In this article we discuss the growth of the Property Derivative market, with an emphasis on the inherent difficulties in building standard pricing models for derivatives on an illiquid market such as real estate. We begin with an overview of the development of the property derivative market in recent years, and the impact of recent events relating to property valuations.

Close Form Pricing of Plain and Partial Outside Double Barrier Options: Wilmott Magazine Article
Pradipto Banerjee 2200 Views

Outside Double Barrier Options are two-asset options where the payoff is defined on one asset and the barrier is defined on another asset. This paper gives the formulas for Outside Double Barrier Options where the barrier is either plain or partially monitored at the front, rear and middle. Since the corresponding Outside Single Barrier Options prices can be written down by taking the corresponding upper (lower) barrier to infinity (zero), the formulas in this paper can be also used as a reference for Outside Single Barrier Options. Crude approximations for the discretely observed barrier cases are also discussed.

Advertise your event here has a global membership of 100,000+ quants and risk managers, with a typical reader visiting once a week. Targeted access to top-level practitioners makes the Wilmott Events Board a highly effective way to contact future participants.

There are two ways to place your ad with us.

1. For a single ad, you can place it directly onto the Events Board on the Forum (log on and select 'new topic'). We will then direct you to our payment URL. The ad will remain hidden until we receive payment.

2. Alternatively, and to receive a bulk discount, you can send your ad(s) to us at and we will post it/them onto the board for you.

For details and costs, please contact
Latest Tweets
New & Improved Wilmott Jobs Board
Now Playing
Finance Focus: Nick Higham
NAG Quant Day London 2008
Latest Blogs
The EU Debate and Averages
12 10 15: 1:13 PM
Quiz 7 - The problem with "drift" (The 1st who gets it wins a copy of The Black Swan )
13 03 07:12:48 PM
Unified Book Launch Oslo
05 12 14:5:19 PM
Emanuel Derman
RSS Feed to Reuters Blog
01 07 11: 4:02 PM
Satyajit Das
The Truth of the Matter
04 11 13: 4:57 AM
deMorgans Law
22 07 09: 3:04 PM
Pablo Triana
Models On Models
21 05 11: 4:49 PM
Jan Dash
2nd Edition, Quantitative Finance and Risk Management, a Physicist's Approach
06 09 15: 1:44 AM
Dan Goldstein
Taxi Drivers Get Bigger Tips When Paid By Credit Card
10 03 10: 10:28 PM
Iris Mack
Thanksgiving Greetings
26 11 15: 5:45 AM
27 04 15: 9:44 PM