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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