Articles

Derivatives Technology as a Matter of Survival

11th December 2017 Editor 0

How can banks survive the upcoming years? The traditional business model no longer works because: 1. Low/negative interest rates: Interest rates in many major currencies (euros, CHF, JPY in particular) are low or even negative. […]

Articles

Opscore Web Service

27th November 2017 Editor 0

Two decades in the market have seen ITO33 firmly establish itself as the solution provider of choice for convertible bond specialists. This gold standard is delivered via Opscore, the firm’s front-office solution for pricing, hedging, […]

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, […]

Articles

American π: Piece of Cake?

13th November 2017 Editor 0

An American option can be exercised by its holder at any time he wishes, not just at the expiration date. Textbooks tell you that pricing it in the context of the binomial model is a […]

News

In Memoriam: Professor Mark Joshi

8th November 2017 Editor 0

Professor Mark Joshi was born on 2 March 1969 and grew up in Dunblane, Scotland. He studied mathematics at, Hertford College, University of Oxford, finishing at the top of his year in 1990 and winning […]

Paul's Blog

Where Do You Keep Your Offshore Money?

7th November 2017 Paul 0

Where do you keep your offshore money? The media is all upset about celebs, politicians, etc. having money in various offshore places, in order to avoid taxes. Naturally, and totally expectedly, this is very hypocritical […]

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