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Issue 16 of Wilmott was published in Mar 2005 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 31KB
News 161KB
Book Reviews 65KB
Book Club 62KB
Lyceum 34KB
Car Reviews 69KB
Columns
Cover Story : Don't Panic 1435KB
Michael Rees: Shall the Twain Ever Meet? 600KB
Dr Z: Mathematics of Gambling and Investment: Scenarios 2 183KB
Aaron Brown: Whose Life is it Anyway? 89KB
Elie Ayache: Being and the Market 81KB
Daniel Duffy: Design Patterns in Option Pricing Part II: Designing and Implementing the Binomial Method in C++ 149KB
Mike Staunton: From a Tree to a Grid 65KB
Ed Thorp: Statistical Arbitrage - Part V 48KB
Rudi Bogni: Religion and Asset 84KB
Donald MacKenzie: Models & Markets 112KB
Kent Osband: Diworsification 127KB
Technical Papers
Stefan Blochwitz, Carsten S. Wehn and Stefan Hohl: Reconsidering Ratings 2790KB
Graeme West: Better approximations cumulative normal functions and Beyond 961KB
Alireza Javaheri: Volatility Estimation via Chaos Expansions 93KB
Mark S. Joshi: Applying Importance Sampling to Pricing Single Tranches of CDOs in a Onefactor Li Model 122KB
Alan McLean: Correlation Matrices: Stress without Anxiety 73KB