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Where did it all go wrong?: Wilmott Magazine Article (Excerpt)
Paul Wilmott 4693 Views

Dr. Paul Wilmott on how mathematical finance has become both boring and dangerous.


Stochastic Processes in Finance - Part II: Wilmott Magazine Article
Jörg Kienitz 2067 Views

We apply the results from the first part of the series to study several financial models and the processes used for modelling. We start with Geometric Brownian Motion and increase the complexity by adding jumps or a stochastic processes for modeling the volatility. Finally, we study a very general class, namely Generalised Hyperbolic models. For all models we state distributional as well as path properties.

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