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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
Stochastic Interest Rates for Local Volatility Hybrid Models: Wilmott Magazine Article E. Benhamou, A. Gruz and A. Rivoira 180 Views 09/02/2016
Callable Loan Credit Protection: Wilmott Magazine Article Alain Verberkmoes and Anna Shepeleva 644 Views 22/01/2016
A Flex Engine In Less Than 101 Lines: Wilmott Magazine Article Ingo Fahrner and Thomas Fehnl 1792 Views 02/12/2015
Property Derivatives: The Next Big Thing (Finally)?: Wilmott Magazine Article Derek Nesbitt 830 Views 17/11/2015
Teraflops for Games and Derivatives Pricing: Wilmott Magazine Article Christoph Bennemann, Mark W. Beinker, Daniel Egloff, and Michael Gauckler 1208 Views 03/11/2015
Robust and Stable Capital Allocation: Wilmott Magazine Article Bernd Appasamy, Anne Kleppe, Christian Oehler 1538 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 1298 Views 07/09/2015
Callable Swaps, Snowballs, and Videogames: Wilmott Magazine Article Claudio Albanese 1360 Views 22/08/2015
Methods for Constructing a Yield Curve: Wilmott Magazine Article Patrick S. Hagan & Graeme West 2858 Views 17/07/2015
How I Successfully Forecast The Results Of The UK General Election 2015 Paul Wilmott 3312 Views 27/05/2015
Multivariate Smiling: Wilmott Magazine Article Peter Leoni & Wim Schoutens 1128 Views 12/08/2014
The Alternating Direction Explicit (ADE) Method for One-Factor Problems: Wilmott Magazine Article Guillaume Pealat and Daniel J. Duffy 1281 Views 30/06/2014
Dynamic Hedging is Dead! Long Live Static Hedging!: Wilmott Magazine Article Hyungsok Ahn & Paul Wilmott 2563 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 2788 Views 28/04/2014
Optimal Hedging Strategies With an Application to Hedge Fund Replication: Wilmott Magazine Article Alexandre Hocquard, Nicolas Papageorgiou & Bruno RÚmillard 920 Views 07/04/2014
The Value of Liquidity: Wilmott Magazine Article Ranjan Bhaduri & Niall Whelan 1390 Views 20/03/2014
Stochastic Processes in Finance - Part II: Wilmott Magazine Article J÷rg Kienitz 1996 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 844 Views 17/02/2014
General Monte Carlo Greeks in Practice: Wilmott Magazine Article Qimou Su and Curt Randall 1314 Views 03/02/2014
Importance Sampling with BasketOptions: Wilmott Magazine Article Paolo Guasoni and Scott Robertson 664 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 697 Views 05/01/2014
Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article Kin Pong Lee & Domingo Tavella 802 Views 16/12/2013
Least Squares Importance Sampling for Libor Market Models: Wilmott Magazine Article Luca Capriotti 778 Views 02/12/2013
LÚvy Processes in Finance and Risk Management: Wilmott Magazine Article Peter Tankov 1299 Views 18/11/2013
Preventing Portfolio Losses by Hedging Maximum Drawdown: Wilmott Magazine Article Jan Vecer 1543 Views 04/11/2013
Fast Estimation of American Bond Option Prices: Wilmott Magazine Article Snorre Lindset, Arne-Christian Lund 734 Views 23/10/2013
Stochastic Volatility Inference with Monte Carlo Filters: Wilmott Magazine Article Nikolay Y. Nikolaev & Evgueni Smirnov 1015 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 860 Views 24/09/2013
The Irony In The Derivatives Discounting: Wilmott Magazine Article Marc Henrard 1814 Views 12/09/2013
Letters from a Steel Town: Calibration problems - An inverse problems view: Wilmott Magazine Article Heinz W. Engl 1174 Views 29/08/2013
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Articles 1 to 30 of 365