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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
Wilmott Quantitative Finance Technology User Survey Wilmott/Wiley 517 Views 08/06/2016
Rigorous Optimisation of Intraday Trading: Wilmott Magazine Article Charles-Albert Lehalle 748 Views 06/06/2016
Where did it all go wrong?: Wilmott Magazine Article (Excerpt) Paul Wilmott 5091 Views 29/03/2016
The Long and Short of Static Hedging With Frictions: Wilmott Magazine Article Johannes Siven and Rolf Poulsen 938 Views 03/03/2016
Stochastic Interest Rates for Local Volatility Hybrid Models: Wilmott Magazine Article E. Benhamou, A. Gruz and A. Rivoira 939 Views 09/02/2016
Callable Loan Credit Protection: Wilmott Magazine Article Alain Verberkmoes and Anna Shepeleva 755 Views 22/01/2016
A Flex Engine In Less Than 101 Lines: Wilmott Magazine Article Ingo Fahrner and Thomas Fehnl 1911 Views 02/12/2015
Property Derivatives: The Next Big Thing (Finally)?: Wilmott Magazine Article Derek Nesbitt 962 Views 17/11/2015
Teraflops for Games and Derivatives Pricing: Wilmott Magazine Article Christoph Bennemann, Mark W. Beinker, Daniel Egloff, and Michael Gauckler 1309 Views 03/11/2015
Robust and Stable Capital Allocation: Wilmott Magazine Article Bernd Appasamy, Anne Kleppe, Christian Oehler 1652 Views 28/09/2015
Direct Parameterization of Transition Densities and Pricing of Forward Start Options: Wilmott Magazine Article Bert-Jan Nauta, Alex Zilber and Berber de Backer 1351 Views 07/09/2015
Callable Swaps, Snowballs, and Videogames: Wilmott Magazine Article Claudio Albanese 1426 Views 22/08/2015
Methods for Constructing a Yield Curve: Wilmott Magazine Article Patrick S. Hagan & Graeme West 3012 Views 17/07/2015
How I Successfully Forecast The Results Of The UK General Election 2015 Paul Wilmott 3791 Views 27/05/2015
Multivariate Smiling: Wilmott Magazine Article Peter Leoni & Wim Schoutens 1187 Views 12/08/2014
The Alternating Direction Explicit (ADE) Method for One-Factor Problems: Wilmott Magazine Article Guillaume Pealat and Daniel J. Duffy 1400 Views 30/06/2014
Dynamic Hedging is Dead! Long Live Static Hedging!: Wilmott Magazine Article Hyungsok Ahn & Paul Wilmott 2664 Views 23/05/2014
Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula: Wilmott Magazine Article Espen Gaarder Haug and Nassim Nicholas Taleb 2881 Views 28/04/2014
Optimal Hedging Strategies With an Application to Hedge Fund Replication: Wilmott Magazine Article Alexandre Hocquard, Nicolas Papageorgiou & Bruno RÚmillard 976 Views 07/04/2014
The Value of Liquidity: Wilmott Magazine Article Ranjan Bhaduri & Niall Whelan 1447 Views 20/03/2014
Stochastic Processes in Finance - Part II: Wilmott Magazine Article J÷rg Kienitz 2085 Views 03/03/2014
The Valuation of Callable Bonds with Floored CMS-spread Coupons: Wilmott Magazine Article David Skovmand and Peter L°chte J°rgensen 875 Views 17/02/2014
General Monte Carlo Greeks in Practice: Wilmott Magazine Article Qimou Su and Curt Randall 1378 Views 03/02/2014
Importance Sampling with BasketOptions: Wilmott Magazine Article Paolo Guasoni and Scott Robertson 688 Views 21/01/2014
Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures in Static Factor Models: Wilmott Magazine Article A. Antonov, S. Mechkov, and T. Misirpashaev 718 Views 05/01/2014
Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article Kin Pong Lee & Domingo Tavella 838 Views 16/12/2013
Least Squares Importance Sampling for Libor Market Models: Wilmott Magazine Article Luca Capriotti 811 Views 02/12/2013
LÚvy Processes in Finance and Risk Management: Wilmott Magazine Article Peter Tankov 1349 Views 18/11/2013
Preventing Portfolio Losses by Hedging Maximum Drawdown: Wilmott Magazine Article Jan Vecer 1596 Views 04/11/2013
Fast Estimation of American Bond Option Prices: Wilmott Magazine Article Snorre Lindset, Arne-Christian Lund 754 Views 23/10/2013
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Articles 1 to 30 of 369