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Issue 12 of Wilmott was published in July 2004 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 43KB
News 138KB
Book Reviews 118KB
Book Club 110KB
Lyceum 37KB
Car Reviews 294KB
The Collector : Cartoon - Negative Probability 412KB
Columns
Cover Story: First Cause 1022KB
Aaron Brown: Risk: The Ugly History 83KB
Espen Haug: Accentuate the negative 434KB
Mike Staunton: Trapezium to Gauss 137KB
Elie Ayache: A Beginning, in the End 109KB
Ed Thorp: Statistical Arbitrage - Part I 117KB
Bill & Rachel Ziemba: Threat, Challenges and Opportunities of China 454KB
Kent Osband: Thirst for Hurst 132KB
Technical Papers
Hans-Peter Deutsch: Portfolio Theory with a Drift 359KB
Thomas Neal Falkenberry, CFA: High Frequency Data Filtering 1137KB
Belal E. Baaquie & Jean-Philippe Bouchaud: "Stiff" Field Theory of Interest Rates and Psychological Future Time 142KB
Espen Haug - The Collector : Why so Negative to Negative Probabilites? 198KB
Anatoliy Swishchuk: Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatilities 1207KB
Antony Penaud: Fast Valuation of a Portfolio of Barrier Options under Merton’s Jump Diffusion Hypothesis 85KB