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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
Finformatics: Samurai GARCHkillers: Wilmott Magazine Article
Kent Osband
1127
Views
22/07/2010
A Wall Street Rocket Scientist in King Arthur's Court: Wilmott Magazine Article
Aaron Brown
1607
Views
06/07/2010
Design Patterns and C++ for Option Pricing Part 1
Daniel Duffy
1572
Views
21/06/2010
Half of a Coin: Wilmott Magazine Article
Gábor J. Székely
793
Views
09/06/2010
Does this problem have a solution? Wilmott Magazine Article
Rudi Bogni
1063
Views
26/05/2010
Design Patterns in Option Pricing Part III: Modeling the Finite Difference Method in C++ : Wilmott Magazine Article
Daniel Duffy
1911
Views
14/05/2010
Optimal Hedging of Options with Transaction Costs: Wilmott Magazine Article
Valeri I. Zakamouline
1360
Views
23/04/2010
Statistical Arbitrage - Part VI : Wilmott Magazine Article
Ed Thorp
3721
Views
24/03/2010
Scenarios III: Using Economic Fundamentals to Generate Scenarios: Wilmott Magazine Article
Bill Ziemba
2330
Views
04/03/2010
Being and the Market - Part II: Wilmott Magazine Article
Elie Ayache
1219
Views
16/02/2010
Being and the Market: Wilmott Magazine Article
Elie Ayache
2105
Views
01/02/2010
Design Patterns in Option Pricing Part II: Designing and Implementing the Binomial Method in C++ use
Daniel Duffy
2797
Views
14/01/2010
Mathematics of Gambling and Investment: Scenarios 2: Wilmott Magazine Article
Bill Ziemba
3837
Views
29/12/2009
Statistical Arbitrage - Part V: Wilmott Magazine Article
Ed Thorp
4267
Views
07/12/2009
'Finance Focus' recording Part3 - Recent Developments from NAG
John Holden, David Sayers & Robert Tong
677
Views
23/11/2009
'Finance Focus' recording Part2 - Using GPUs in computational finance
Mike Giles
1592
Views
09/11/2009
'Finance Focus' recording Part1 - Computing a Nearest Correlation Matrix with Factor Structure
Nick Higham
1943
Views
29/10/2009
'Finance Focus' event: The Risky Horror Show with Andreas Binder
Organised by Wilmott magazine, 7city & UnRisk
2362
Views
13/10/2009
Volatility Estimation via Chaos Expansions: Wilmott Magazine Article
Alireza Javaheri
3253
Views
29/09/2009
Applying Importance Sampling to Pricing Single Tranches of CDOs in a One-factor Li Model
Mark S. Joshi
1689
Views
14/09/2009
From a Tree to a Grid :Wilmott Magazine Article
Mike Staunton
3060
Views
01/09/2009
Whose Life is it Anyway?: Wilmott Magazine Article
Aaron Brown
3734
Views
17/08/2009
Setting the Scenario: Wilmott Magazine Article
Bill Ziemba
3118
Views
03/08/2009
Better approximations to cumulative normal functions: Wilmott Magazine Article
Graeme West
2856
Views
21/07/2009
Finformatics: The Tracks of Tears: Wilmott Magazine Article
Kent Osband
2443
Views
06/07/2009
Numerical Analysis of Jump Diffusion Models: A Partial Differential Equation Approach: Wilmott Magazine Article
Daniel J. Duffy, Datasim
3552
Views
24/06/2009
The Dynamics of Financial Markets - Mandelbrot's Multifractal Cascades and Beyond: Wilmott Magazine Article
Lisa Borland, Jean-Philippe Bouchaud, Jean-François Muzy & Gilles Zumbach
3366
Views
10/06/2009
Hidden Conditions and Coin Flip Blow Ups: Wilmott Magazine Article
Espen Haug
2072
Views
27/05/2009
Statistical Arbitrage - Part IV: Wilmott Magazine Article
Ed Thorp
7283
Views
12/05/2009
Mandelbrot's Extremism: Wilmott Magazine Article
Jan Beirlant, Wim Schoutens and Johan Segers
2017
Views
29/04/2009
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Articles 1 to 30 of 264