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Wilmott Bulletin - Wednesday 18th August 2010

Wilmott Bulletin
Wednesday 18th August 2010

Dear Reader,

In this Newsletter:

  • "Quants" in Paris
  • Current Jobs
  • Battle in the Brainteasers
  • Website Article

The Team

"QUANTS" IN PARIS

The documentary ?Quants? by Marije Meerman and featuring Paul Wilmott and Emanuel Derman has been selected for the prestigious international science film festival Pariscience. (http://www.science-television.com/pariscience/en/accueil.php) The film will be shown on October the 9th at 7.30 PM at Auditorium of the Museum National d'Histoire Naturelle in Paris.

Only last month the film was presented at the RomaFictionFest! Next stop Sundance!

See the film here.

More info >>

CURRENT JOBS

Here is a selection of jobs currently being advertised through wilmott.com...

More jobs>>

BATTLE IN THE BRAINTEASERS

Who would have thought a simple math question could have led to both fascinating mathematics and to such robust arguments about the role of definitions in mathematics? See for yourself here. The question is:

Does

diverge? If so, why? If not, what does it converge to?

(Watch how the problem evolves to include root finding, convergence of series, complex numbers, chaos, Julia sets and fractals!)

More details >>

NEW WEBSITE ARTICLE

Bridging Brownian LIBOR: Wilmott Magazine Article
Raoul Pietersz, Antoon Pelsser & Marcel van Regenmorte

Recent developments in the interest rate derivatives industry have seen an increase in complexity of products. European call and put options on LIBOR and swaps, so-called caps/floors and swaptions, once deemed exotic, are now considered plain vanilla. The newer more complex products, named exotic LIBOR derivatives, are tailored to investor requirements and contain many additional features.

Subscribe to Wilmott Magazine and Wilmott Journal from only £195

HOT THREADS

The following are some of the hottest threads on the web's most respected and informative quantitative finance Forum

? "Ultra" short type funds, how to price and hedge
? Expected Utility: Why people are so soft on this assumption?
? ADE vs ADI
? faster java.lang.Math.pow()
? Is MFE considered more and more useless these days?

TOP JOBS

Here is a small sample of the many quantitative finance, derivatives and risk management jobs on the Jobs Board

? Senior Quantitative Analyst - (Front office Credit Quant) - New York - NJF623
? Web/User Interface Developer - High Frequency Trading - New York/LA - $250k - MA313
? C++ Algo Trading - Structured Derivatives - Senior developer - £130K + (uncapped Bonus) - London - MONT032
? Front Office (Option/Vol) Quant - [London] - NJF614
? C++ / Unix Algo Trading Tech Lead Developer - London - MONT029

MAIN EVENTS

Conferences, seminars and training courses, to be found on our Events Board.

? UnRisk, Free Seminar. Structured Products - Pricing & Risk Analytics. Shanghai - 13-Sep-10

MAGAZINE

Ensure that you get the latest in quant research, the best technical writing from our panel of regulars, news, views and reviews.

Subscribe for as little as £195

ADVERTISE

To advertise on wilmott.com or in our magazine, contact sales@wilmott.com. Because more people visit wilmott.com, more often and stay for longer than any other quant site we can deliver unbeatable value for money!

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Over 6,000 Forum posts per month
Over 80,000 members
Over 50,000 visitors every week
Over 10 million hits per month
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