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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
Optimal Hedging Strategies With an Application to Hedge Fund Replication: Wilmott Magazine Article Alexandre Hocquard, Nicolas Papageorgiou & Bruno Rémillard 70 Views 07/04/2014
The Value of Liquidity: Wilmott Magazine Article Ranjan Bhaduri & Niall Whelan 183 Views 20/03/2014
Stochastic Processes in Finance - Part II: Wilmott Magazine Article Jörg Kienitz 272 Views 03/03/2014
The Valuation of Callable Bonds with Floored CMS-spread Coupons: Wilmott Magazine Article David Skovmand and Peter Løchte Jørgensen 575 Views 17/02/2014
General Monte Carlo Greeks in Practice: Wilmott Magazine Article Qimou Su and Curt Randall 880 Views 03/02/2014
Importance Sampling with BasketOptions: Wilmott Magazine Article Paolo Guasoni and Scott Robertson 460 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 514 Views 05/01/2014
Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article Kin Pong Lee & Domingo Tavella 594 Views 16/12/2013
Least Squares Importance Sampling for Libor Market Models: Wilmott Magazine Article Luca Capriotti 597 Views 02/12/2013
Lévy Processes in Finance and Risk Management: Wilmott Magazine Article Peter Tankov 930 Views 18/11/2013
Preventing Portfolio Losses by Hedging Maximum Drawdown: Wilmott Magazine Article Jan Vecer 1237 Views 04/11/2013
Fast Estimation of American Bond Option Prices: Wilmott Magazine Article Snorre Lindset, Arne-Christian Lund 556 Views 23/10/2013
Stochastic Volatility Inference with Monte Carlo Filters: Wilmott Magazine Article Nikolay Y. Nikolaev & Evgueni Smirnov 812 Views 10/10/2013
The Importance of being Global. Application of Global Sensitivity Analysis in Monte Carlo Option Pricing: Wilmott Magazine Article Sergei Kucherenko, Nilay Shah 702 Views 24/09/2013
The Irony In The Derivatives Discounting: Wilmott Magazine Article Marc Henrard 1515 Views 12/09/2013
Letters from a Steel Town: Calibration problems - An inverse problems view: Wilmott Magazine Article Heinz W. Engl 954 Views 29/08/2013
Jump Diffusion, Mean and Variance: How to Dynamically Hedge, Statically Hedge and to Price: Wilmott Magazine Article Hyungsok Ahn and Paul Wilmott 1167 Views 07/08/2013
Stochastic Processes in Finance - Part I: Wilmott Magazine Article Jörg Kienitz 2051 Views 25/07/2013
CDOs in Chains: Wilmott Magazine Article Johan de Kock, Holger Kraft & Mogens Steffensen 607 Views 11/07/2013
A Structural Model for Credit-Equity Derivatives and Bespoke CDOs: Wilmott Magazine Article Claudio Albanese & Alicia Vidler 608 Views 24/06/2013
Software Frameworks in Quantitative Finance, Part I Fundamental Principles and Applications to Monte Carlo Methods: Wilmott Magazine Article Daniel J. Duffy & Joerg Kienitz 1371 Views 03/06/2013
An Asymptotic FX Option Formula in the Cross Currency Libor Market Model: Wilmott Magazine Article Atsushi Kawai & Peter Jäckel 728 Views 15/05/2013
Finformatics - Rootless Vol: Wilmott Magazine Article Kent Osband 1233 Views 26/04/2013
The Implied Loss Surface of CDOs: Wilmott Magazine Article Martin Krekel & Jan Partenheimer 954 Views 08/04/2013
Forecasting the Yield Curve with S-Plus: Wilmott Magazine Article Dario Cziráky, PhD 1527 Views 22/03/2013
Amaranthus Extermino: Wilmott Magazine Article Bill and Rachel Ziemba 1044 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 3070 Views 18/02/2013
Resampling vs. Shrinkage for Benchmarked Managers: Wilmott Magazine Article Michael Wolf 396 Views 28/01/2013
Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts: Wilmott Magazine Article Dennis Yang 1086 Views 10/01/2013
The Little Heston Trap: Wilmott Magazine Article Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert 1187 Views 18/12/2012
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Articles 1 to 30 of 351