Wilmott Inner Circle

Unstable Credit Correlations

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Articles

Product Risk Classification

What is the PRC? The product risk classification (PRC) is a risk indicator that is based on quantitative models. It allows us to compare the financial risk of investment products of different kinds and asset […]

Wilmott Inner Circle

A Mean-Square Approach To Constant Proportion Debt Obligations: Wilmott Magazine Article – A. I. Cekic, Ralf Korn, and Omur Ugur

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Wilmott Inner Circle

Robust and Stable Capital Allocation: Wilmott Magazine Article – Bernd Appasamy, Anne Kleppe, Christian Oehler

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Wilmott Inner Circle

A Structural Model for Credit-Equity Derivatives and Bespoke CDOs: Wilmott Magazine Article – Claudio Albanese & Alicia Vidler

You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]