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 […]

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, […]


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 […]


Gambler’s Ruin: Wilmott Magazine Article

22nd September 2017 admin 0

Ruination leads to enlightenment; tough, but true – Aaron Brown The term “gambler’s ruin” is used fora number of statistical ideas whose common denominator is predicting the eventual outcome of a series of repeated bets. […]

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