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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
Multivariate Smiling: Wilmott Magazine Article Peter Leoni & Wim Schoutens 575 Views 12/08/2014
The Alternating Direction Explicit (ADE) Method for One-Factor Problems: Wilmott Magazine Article Guillaume Pealat and Daniel J. Duffy 842 Views 30/06/2014
Dynamic Hedging is Dead! Long Live Static Hedging!: Wilmott Magazine Article Hyungsok Ahn & Paul Wilmott 1911 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 2136 Views 28/04/2014
Optimal Hedging Strategies With an Application to Hedge Fund Replication: Wilmott Magazine Article Alexandre Hocquard, Nicolas Papageorgiou & Bruno RÚmillard 703 Views 07/04/2014
The Value of Liquidity: Wilmott Magazine Article Ranjan Bhaduri & Niall Whelan 1043 Views 20/03/2014
Stochastic Processes in Finance - Part II: Wilmott Magazine Article J÷rg Kienitz 1518 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 667 Views 17/02/2014
General Monte Carlo Greeks in Practice: Wilmott Magazine Article Qimou Su and Curt Randall 1025 Views 03/02/2014
Importance Sampling with BasketOptions: Wilmott Magazine Article Paolo Guasoni and Scott Robertson 518 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 569 Views 05/01/2014
Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article Kin Pong Lee & Domingo Tavella 646 Views 16/12/2013
Least Squares Importance Sampling for Libor Market Models: Wilmott Magazine Article Luca Capriotti 646 Views 02/12/2013
LÚvy Processes in Finance and Risk Management: Wilmott Magazine Article Peter Tankov 1040 Views 18/11/2013
Preventing Portfolio Losses by Hedging Maximum Drawdown: Wilmott Magazine Article Jan Vecer 1330 Views 04/11/2013
Fast Estimation of American Bond Option Prices: Wilmott Magazine Article Snorre Lindset, Arne-Christian Lund 614 Views 23/10/2013
Stochastic Volatility Inference with Monte Carlo Filters: Wilmott Magazine Article Nikolay Y. Nikolaev & Evgueni Smirnov 868 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 736 Views 24/09/2013
The Irony In The Derivatives Discounting: Wilmott Magazine Article Marc Henrard 1605 Views 12/09/2013
Letters from a Steel Town: Calibration problems - An inverse problems view: Wilmott Magazine Article Heinz W. Engl 1052 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 1253 Views 07/08/2013
Stochastic Processes in Finance - Part I: Wilmott Magazine Article J÷rg Kienitz 2333 Views 25/07/2013
CDOs in Chains: Wilmott Magazine Article Johan de Kock, Holger Kraft & Mogens Steffensen 633 Views 11/07/2013
A Structural Model for Credit-Equity Derivatives and Bespoke CDOs: Wilmott Magazine Article Claudio Albanese & Alicia Vidler 639 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 1460 Views 03/06/2013
An Asymptotic FX Option Formula in the Cross Currency Libor Market Model: Wilmott Magazine Article Atsushi Kawai & Peter Jńckel 768 Views 15/05/2013
Finformatics - Rootless Vol: Wilmott Magazine Article Kent Osband 1274 Views 26/04/2013
The Implied Loss Surface of CDOs: Wilmott Magazine Article Martin Krekel & Jan Partenheimer 985 Views 08/04/2013
Forecasting the Yield Curve with S-Plus: Wilmott Magazine Article Dario Czirßky, PhD 1594 Views 22/03/2013
Amaranthus Extermino: Wilmott Magazine Article Bill and Rachel Ziemba 1080 Views 06/03/2013
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Articles 1 to 30 of 355