Articles

Finformatics: How to Measure Really Small Things

20th August 2018 admin 0

Traders in financial assets implicitly compare the trading price to the stream of dividends the assets stand to generate. Clearly, a key determinant of value—usually the key determinant— will be the long-term drift or rate […]

WILMOTT Magazine

Wilmott Magazine: January 2018 issue

12th January 2018 admin 0

Volume 2018, Issue 93. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2018, iss. 93, p. […]

WILMOTT Magazine

Wilmott Magazine: November 2017 issue

26th November 2017 admin 0

Volume 2017, Issue 92. Pages 1–60 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2017, iss. 92, […]

WILMOTT Magazine

Wilmott Magazine: Sept 2017 issue

24th September 2017 admin 0

Volume 2017, Issue 91. Pages 1–60 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. In this issue: Bibliography “Contents,” Wilmott, vol. 2017, iss. 91, p. 1–1, […]

Articles

Quantifying Model Risk: Wilmott Magazine Article

24th September 2017 admin 0

Issues and approaches to measure and assess model risk when building quant models. With model failures leading to some high-profile financial accidents in the past few years, there has been a renewed emphasis to systematically […]

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