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How I Successfully Forecast The Results Of The UK General Election 2015
Paul Wilmott 2143 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.
The Irony In The Derivatives Discounting: Wilmott Magazine Article
Marc Henrard 1717 Views

A simple and fundamental question in derivatives pricing is how (contingent) cash-flows should be discounted. As cash can generally not be invested at Libor, the Libor curve is probably not the right discounting curve, even for Libor derivatives. The impact on derivative pricing of changing the discounting curve is discussed. The pricing formulas for vanilla products are revisited in the funding framework described.

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