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How I Successfully Forecast The Results Of The UK General Election 2015
Paul Wilmott 2062 Views
Brought to you by Wilmott.com and the CQF Institute, Dr. Paul Wilmott talked about how he applied elementary quantitative finance techniques in the run up to the UK General Election 2015 to successfully predict the next government.
Comparisons are made between elections and derivatives valuation, and this allows forecasting pitfalls to be avoided, pitfalls that most, if not all, professional forecasters fell into. The results were thus far better than those made by said professionals.
Monte Carlo Methods in Quantitative Finance Generic and Efficient MC Solver in C++
Daniel Duffy and Joerg Kienitz 3506 Views

We describe how we have designed and implemented a software architecture in C++ to model one-factor and multifactor option pricing problems. We pay attention to the fact that different kinds of applications have their own specific accuracy, performance and functional requirements. To this end, we apply the design patterns that we have discussed in previous editions of Wilmott. In this way we ensure that the software can be customized to suit new and changing requirements.

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