All New Wilmott Jobs Board                     (b)
Subscribe to Wilmott
Follow us on Twitter
join wilmott
login
forums
blogs
wiki
articles
audio visual
file share
news
events
jobs board
search
magazine
cqf
about us
subscribe
home
UnRisk: Exposure Skewness
Andreas Binder & Michael Aichinger

Swap 4175 between the City of Linz and BAWAG P.S.K. Is currently the subject of a trial at Vienna's commercial court. This article examines how a single instrument CVA calculation for Swap 4175 could be carried out. In such a CVA calculation, market risk and counterparty risk are coupled.

CQF Turns Eleven
Wilmott Magazine

As the Certificate in Quantitative Finance marks its 11th year we take a look at the history of a program that has built a reputation on delivering far beyond expectations.

Iceberg Risk: An Adventure In Portfolio Theory: Fourth Instalment
Kent Osband 3026 Views

Here is the fourth instalment of a pre-publication review manuscript exclusively available to readers of Wilmott.com, due to be published by Texere in August 2002.

Advertise your event here
Wilmott.com 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 events@wilmott.com and we will post it/them onto the board for you.

For details and costs, please contact events@wilmott.com.
Oanda
Latest Tweets
New & Improved Wilmott Jobs Board
Now Playing
Finance Focus: Richard Brown
Latest Blogs
Paul
Now is the Perfect Time to Raise Interest Rates
13 01 15: 11:31 AM
NNT
Quiz 7 - The problem with "drift" (The 1st who gets it wins a copy of The Black Swan )
13 03 07:12:48 PM
Collector
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
DCFC
deMorgans Law
22 07 09: 3:04 PM
Pablo Triana
Models On Models
21 05 11: 4:49 PM
Jan Dash
New paper "Market Crises, Earthquakes, and the Reggeon Field Theory"
11 06 13: 2:36 AM
Dan Goldstein
Taxi Drivers Get Bigger Tips When Paid By Credit Card
10 03 10: 10:28 PM
Iris Mack
Oil, Gas & Energy Job Fairs (CA, CO, TX, WV)
30 01 15: 3:57 PM
Cuchulainn
Summer time
27 06 14: 9:55 AM