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Log in to see a collection of articles from past issues of
Wilmott
magazine and specially commissioned work from some of the most influential quants
Title
Author
Views
Posted
An Asymptotic FX Option Formula in the Cross Currency Libor Market Model: Wilmott Magazine Article
Atsushi Kawai & Peter Jäckel
508
Views
15/05/2013
Finformatics - Rootless Vol: Wilmott Magazine Article
Kent Osband
1047
Views
26/04/2013
The Implied Loss Surface of CDOs: Wilmott Magazine Article
Martin Krekel & Jan Partenheimer
804
Views
08/04/2013
Forecasting the Yield Curve with S-Plus: Wilmott Magazine Article
Dario Cziráky, PhD
1246
Views
22/03/2013
Amaranthus Extermino: Wilmott Magazine Article
Bill and Rachel Ziemba
864
Views
06/03/2013
The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets: Wilmott Magazine Article
Riaz Ahmad & Paul Wilmott
2762
Views
18/02/2013
Resampling vs. Shrinkage for Benchmarked Managers: Wilmott Magazine Article
Michael Wolf
296
Views
28/01/2013
Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts: Wilmott Magazine Article
Dennis Yang
740
Views
10/01/2013
The Little Heston Trap: Wilmott Magazine Article
Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert
1028
Views
18/12/2012
Order Statistics for Value at Risk Estimation and Option Pricing: Wilmott Magazine Article
Frederik Herzberg and Christoph Bennemann
947
Views
30/11/2012
Poker as a Lottery: Wilmott Magazine Article
Stephen Schulist
850
Views
09/11/2012
Finance Focus Session with MathWorks, developers of MATLAB: Parallel Computing and GPUs
Jos Martin and Ben Tordoff
1083
Views
12/10/2012
You Can't Always Get What You Want - Estimating the Value at Risk from Historical Data with Limited Statistics
Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg
1484
Views
28/09/2012
Extended CreditGrades Model with Stochastic Volatility and Jumps: Wilmott Magazine Article
Artur Sepp
829
Views
14/09/2012
Option Pricing and the Dirichlet Problem
Mark S. Joshi
1592
Views
30/08/2012
The Art of Differentiating Computer Programs: An Introduction to Algorhythmic Differentation
Uwe Naumann
2741
Views
13/08/2012
The Irony in the Variance Swaps: Wilmott Magazine Article
Elie Ayache
1321
Views
03/08/2012
Building Your Wings on the Way Down: Wilmott Magazine Article
Aaron Brown
1464
Views
19/07/2012
Correlation Smile Structures in Equity and FX Volatility Markets: Wilmott Magazine Article
Nasir Afaf
1809
Views
06/07/2012
Robust Hedging with Short-term Options: Wilmott Magazine Article
Sven Balder & Antje Mahayni
1516
Views
21/06/2012
OIS Discounting and Curve Management Lecture in New York
7City
2521
Views
08/06/2012
Finance Focus Lecture with Unrisk: Deep Space Analytics
Michael Aichinger and Andreas Binder
1107
Views
24/05/2012
Pricing with Jump Signals in the PDE Framework: Wilmott Magazine Article
Domingo Tavella & Stewart Inglis
1218
Views
10/05/2012
Approximation of Continuous Monitoring with Discrete Monitoring Applied to Down-And-Out Options: Wilmott Magazine Article
Stefan Ebenfeld & Damaris Hilzinger
828
Views
26/04/2012
A Conditional Valuation Approach for Path-Dependent Instruments: Wilmott Magazine Article
Dante Lomibao and Steven Zhu
1316
Views
11/04/2012
Hedging under SABR Model: Wilmott Magazine Article
Bruce Bartlett
2039
Views
26/03/2012
Finformatics: How to Measure Really Small Things: Wilmott Magazine Article
Kent Osband
1712
Views
12/03/2012
A VaR-based Model for the Yield Curve: Wilmott Magazine Article
Ruben D. Cohen
2099
Views
27/02/2012
Do not Forget the Economy when Estimating Default Probabilities: Wilmott Magazine Article
Bernd Engelmann & Daniel Porath
1693
Views
16/02/2012
Pricing Rainbow Options: Wilmott Magazine Article
Peter Ouwehand, Graeme West
1159
Views
01/02/2012
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Articles 1 to 30 of 330