Articles

Introduction to Variance Swaps

16th April 2018 admin 0

The purpose of this article is to introduce the properties of variance swaps, and give insights into the hedging and valuation of these instruments from the particular lens of an option trader. Section 1 gives […]

WILMOTT Magazine

Wilmott Magazine: March 2018 issue

8th April 2018 Editor 0

Volume 2018, Issue 94. 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. 2018, iss. 94, pp. […]

Articles

Monte Carlo in Esperanto

2nd April 2018 Editor 0

This article shows how a simple parser environment in Excel/VBA could be used to perform single and multi-dimensional Monte Carlo. The clsMathParser is a class for math expression evaluation in Excel/VBA. We show that a […]

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