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Issue 18 of Wilmott was published in July 2005 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 2113KB
News 197KB
Book Reviews 1569KB
Book Club 2314KB
Car Reviews 169KB
Columns
Cover Story : Happy Birthday EMH 1647KB
Unrisk: Stuck In The Middle 221KB
Aaron Brown: Table Stakes 2040KB
Elie Ayache: The 'non-Greek' non-foundation of derivative pricing 211KB
Daniel Duffy: Building Flexible Pricing Engines in .NET and C# 610KB
Ed Thorp: Inefficient Markets 713KB
Rudi Bogni: Live8 Economics 2467KB
Kent Osband: Proof that Asset Prices Can’t Be Properly Anticipated 127KB
Technical Papers
Anatoliy Swishchuk: Modelling and Pricing of Variance Swaps for Stochastic Volatilities with Delay 390KB
Xiong Chen: The Korn-Kreer-Lenssen Model as an Alternative for Option Pricing 119KB
Guillaume Aubert: Arbitrage-free CMS Valuation - Watch out for the correlations 140KB
Christian Kahl & Peter Jäckel: Not-so-complex Logarithms in the Heston Model 1082KB
Alonso Peña: Option Pricing with Radial Basis Functions: A Tutorial 785KB
Vladyslav Putyatin, David Prieul & Svetlana Maslova: A Markovian Model of Default Interactions: Comments and Extensions 136KB