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Sep 2008 Issue
Issue 37 of Wilmott was published in Sep 2008 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 34KB
News 198KB
Car Reviews 129KB
The skewed world of Jan Darasz 67KB
Columns & Features
Cover Story: We, The People 251KB

Microsoft: Highly Productive Performance Computing148KB

MISYS: The new SUMMIT is a MUST 101KB

Rudi Bogni: Of Low Wages, Low Expectations, and a Stressed Model 55KB

Sybase: Sophisticated Step Up 63KB

Hannah M. Terhune: Starting an Offshore Fund 148KB

ITO33: A 3.4 Boost 75KB

Eurex: Analyzing for Quants 159KB

Aaron Brown: Oddball and Kelly 84KB

Manoj Thulasidas: Commodity Prices - Who is Holding the Cards? 395KB

Satyajit Das: Voodoo Banking - The Outlook for Banks 129KB

Technical Papers
E. Benhamou, A. Gruz, and A. Rivoira: Stochastic Interest Rates for Local Volatility Hybrid Models 127KB
Johannes Siven and Rolf Poulsen: The Long and Short of Static Hedging With Frictions 673KB
Charles-Albert Lehalle: Rigorous Optimisation of Intraday Trading 531KB
Computer Aided Finance: Another Journey in the Quest for the Holy Grail of Financial Engineering: Stefan Dirnstorfer and Andreas J. Grau 100KB