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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
Where did it all go wrong?: Wilmott Magazine Article (Excerpt) Paul Wilmott 3146 Views 29/03/2016
The Long and Short of Static Hedging With Frictions: Wilmott Magazine Article Johannes Siven and Rolf Poulsen 881 Views 03/03/2016
Stochastic Interest Rates for Local Volatility Hybrid Models: Wilmott Magazine Article E. Benhamou, A. Gruz and A. Rivoira 878 Views 09/02/2016
Callable Loan Credit Protection: Wilmott Magazine Article Alain Verberkmoes and Anna Shepeleva 721 Views 22/01/2016
A Flex Engine In Less Than 101 Lines: Wilmott Magazine Article Ingo Fahrner and Thomas Fehnl 1870 Views 02/12/2015
Property Derivatives: The Next Big Thing (Finally)?: Wilmott Magazine Article Derek Nesbitt 908 Views 17/11/2015
Teraflops for Games and Derivatives Pricing: Wilmott Magazine Article Christoph Bennemann, Mark W. Beinker, Daniel Egloff, and Michael Gauckler 1276 Views 03/11/2015
Robust and Stable Capital Allocation: Wilmott Magazine Article Bernd Appasamy, Anne Kleppe, Christian Oehler 1610 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 1336 Views 07/09/2015
Callable Swaps, Snowballs, and Videogames: Wilmott Magazine Article Claudio Albanese 1403 Views 22/08/2015
Methods for Constructing a Yield Curve: Wilmott Magazine Article Patrick S. Hagan & Graeme West 2958 Views 17/07/2015
How I Successfully Forecast The Results Of The UK General Election 2015 Paul Wilmott 3574 Views 27/05/2015
Multivariate Smiling: Wilmott Magazine Article Peter Leoni & Wim Schoutens 1166 Views 12/08/2014
The Alternating Direction Explicit (ADE) Method for One-Factor Problems: Wilmott Magazine Article Guillaume Pealat and Daniel J. Duffy 1328 Views 30/06/2014
Dynamic Hedging is Dead! Long Live Static Hedging!: Wilmott Magazine Article Hyungsok Ahn & Paul Wilmott 2626 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 2846 Views 28/04/2014
Optimal Hedging Strategies With an Application to Hedge Fund Replication: Wilmott Magazine Article Alexandre Hocquard, Nicolas Papageorgiou & Bruno RÚmillard 960 Views 07/04/2014
The Value of Liquidity: Wilmott Magazine Article Ranjan Bhaduri & Niall Whelan 1427 Views 20/03/2014
Stochastic Processes in Finance - Part II: Wilmott Magazine Article J÷rg Kienitz 2055 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 862 Views 17/02/2014
General Monte Carlo Greeks in Practice: Wilmott Magazine Article Qimou Su and Curt Randall 1350 Views 03/02/2014
Importance Sampling with BasketOptions: Wilmott Magazine Article Paolo Guasoni and Scott Robertson 679 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 711 Views 05/01/2014
Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article Kin Pong Lee & Domingo Tavella 829 Views 16/12/2013
Least Squares Importance Sampling for Libor Market Models: Wilmott Magazine Article Luca Capriotti 799 Views 02/12/2013
LÚvy Processes in Finance and Risk Management: Wilmott Magazine Article Peter Tankov 1329 Views 18/11/2013
Preventing Portfolio Losses by Hedging Maximum Drawdown: Wilmott Magazine Article Jan Vecer 1577 Views 04/11/2013
Fast Estimation of American Bond Option Prices: Wilmott Magazine Article Snorre Lindset, Arne-Christian Lund 744 Views 23/10/2013
Stochastic Volatility Inference with Monte Carlo Filters: Wilmott Magazine Article Nikolay Y. Nikolaev & Evgueni Smirnov 1035 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 880 Views 24/09/2013
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Articles 1 to 30 of 367