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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
Pricing Basket Options With Skew Dong Qu 2104 Views 26/08/2010
Bridging Brownian LIBOR: Wilmott Magazine Article Raoul Pietersz, Antoon Pelsser & Marcel van Regenmortel. 1747 Views 06/08/2010
Finformatics: Samurai GARCHkillers: Wilmott Magazine Article Kent Osband 1391 Views 22/07/2010
A Wall Street Rocket Scientist in King Arthur's Court: Wilmott Magazine Article Aaron Brown 1766 Views 06/07/2010
Design Patterns and C++ for Option Pricing Part 1 Daniel Duffy 1753 Views 21/06/2010
Half of a Coin: Wilmott Magazine Article Gábor J. Székely 890 Views 09/06/2010
Does this problem have a solution? Wilmott Magazine Article Rudi Bogni 1187 Views 26/05/2010
Design Patterns in Option Pricing Part III: Modeling the Finite Difference Method in C++ : Wilmott Magazine Article Daniel Duffy 2002 Views 14/05/2010
Optimal Hedging of Options with Transaction Costs: Wilmott Magazine Article Valeri I. Zakamouline 1454 Views 23/04/2010
Statistical Arbitrage - Part VI : Wilmott Magazine Article Ed Thorp 3892 Views 24/03/2010
Scenarios III: Using Economic Fundamentals to Generate Scenarios: Wilmott Magazine Article Bill Ziemba 2409 Views 04/03/2010
Being and the Market - Part II: Wilmott Magazine Article Elie Ayache 1268 Views 16/02/2010
Being and the Market: Wilmott Magazine Article Elie Ayache 2171 Views 01/02/2010
Design Patterns in Option Pricing Part II: Designing and Implementing the Binomial Method in C++ use Daniel Duffy 2875 Views 14/01/2010
Mathematics of Gambling and Investment: Scenarios 2: Wilmott Magazine Article Bill Ziemba 3943 Views 29/12/2009
Statistical Arbitrage - Part V: Wilmott Magazine Article Ed Thorp 4387 Views 07/12/2009
'Finance Focus' recording Part3 - Recent Developments from NAG John Holden, David Sayers & Robert Tong 704 Views 23/11/2009
'Finance Focus' recording Part2 - Using GPUs in computational finance Mike Giles 1636 Views 09/11/2009
'Finance Focus' recording Part1 - Computing a Nearest Correlation Matrix with Factor Structure Nick Higham 1997 Views 29/10/2009
'Finance Focus' event: The Risky Horror Show with Andreas Binder Organised by Wilmott magazine, 7city & UnRisk 2549 Views 13/10/2009
Volatility Estimation via Chaos Expansions: Wilmott Magazine Article Alireza Javaheri 3322 Views 29/09/2009
Applying Importance Sampling to Pricing Single Tranches of CDOs in a One-factor Li Model Mark S. Joshi 1729 Views 14/09/2009
From a Tree to a Grid :Wilmott Magazine Article Mike Staunton 3119 Views 01/09/2009
Whose Life is it Anyway?: Wilmott Magazine Article Aaron Brown 3783 Views 17/08/2009
Setting the Scenario: Wilmott Magazine Article Bill Ziemba 3165 Views 03/08/2009
Better approximations to cumulative normal functions: Wilmott Magazine Article Graeme West 2886 Views 21/07/2009
Finformatics: The Tracks of Tears: Wilmott Magazine Article Kent Osband 2495 Views 06/07/2009
Numerical Analysis of Jump Diffusion Models: A Partial Differential Equation Approach: Wilmott Magazine Article Daniel J. Duffy, Datasim 3615 Views 24/06/2009
The Dynamics of Financial Markets - Mandelbrot's Multifractal Cascades and Beyond: Wilmott Magazine Article Lisa Borland, Jean-Philippe Bouchaud, Jean-François Muzy & Gilles Zumbach 3418 Views 10/06/2009
Hidden Conditions and Coin Flip Blow Ups: Wilmott Magazine Article Espen Haug 2109 Views 27/05/2009
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Articles 1 to 30 of 266