WILMOTT Magazine

Wilmott Magazine: May 2018 issue

5th June 2018 Editor 0

Volume 2018, Issue 95. 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. 95, pp. […]

Articles

Practical Valuation of Power Derivatives

28th May 2018 Editor 0

In this paper I look at the practical valuation of power derivatives from a trader’s perspective. Most people that have written about valuation of power derivatives are academics or quants working in the research departments […]

Articles

What is Implied by Implied Volatility?

14th May 2018 Editor 0

Word and concept Implied volatility is not just a word or a concept. As a word, what is implied by implied volatility – what “implied volatility” means – is the value of the Brownian diffusion […]

Articles

Big Time Series Analysis with JuliaDB

25th April 2018 Editor 0

The next generation of data analysis requires the next generation of tools. The most popular opensource packages for data analysis (Python’s pandas and various R packages) are designed to work with small files of basic […]

Articles

Introduction to Variance Swaps

16th April 2018 Editor 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 […]

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