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Issue 24 of Wilmott was published in July 2006 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 31KB
News 248KB
Car Reviews 59KB
Columns
Cover Story: Out of the Hat 1967KB
Elie Ayache: The Irony in the Variance Swaps 1324KB
Dan Tudball Interview: Satyajit Das 261KB
Mike Staunton: Not putting all your eggs in one basket model 129KB

Bill Ziemba: Is Iceland's Growth Spurt Threatened by Financial Vulnerabilities? 133KB

Misys Summit: Five Ways 221KB

FINCAD: Pushing the Limits of Local
Volatility in Option Pricing
1828KB
Technical Papers
Araf Nasir: Correlation Smile Structures in Equity and FX Volatility Markets 325KB
Mark S. Joshi: Option Pricing and the Dirichlet
Problems
142KB
Sven Balder & Antje Mahayni: Robust Hedging with Short–Term Options* 219KB
Artur Sepp: Extended CreditGrades Model with Stochastic Volatility and Jumps 2643KB