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Articles

A Market Model of Interest Rates With Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies: Wilmott Magazine Article – Masaaki Fujii, Yasufumi Shimada, and Akihiko Takahashiko Takahashi

18th July 2016 admin 0

The recent financial crisis caused dramatic widening and elevated volatilities among basis spreads in cross-currency as well as domestic interest rate markets. Furthermore, the widespread use of cash collateral, especially in fixed-income contracts, has made […]

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Paul's Blog

All Mod Cons

10th July 2016 Paul 0

For the UK and wilmott.com it’s that once-in-a-generation moment. A new bathroom? No! While Mark Carney performs his fine balancing act of talking down the UK in order not to lose face while not actually causing too much harm […]

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Paul's Blog

A Proper Analysis Of The EU Referendum Polls

22nd June 2016 Paul 0

I’ve been following the polling with obsessive interest. And finding the analysis somewhat feeble. I’m going to very quickly address the topic of polls of polls, then present my own analysis. This referendum is significantly […]

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