Wilmott Magazine: July 2016 issue

Volume 2016, Issue 84. Pages 1–84
screen-shot-ziemba-2016_07

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. 2016, iss. 84, pp. 1-1, 2016. doi:10.1002/wilm.10515
    [BibTeX]
    @article {WILM:WILM10515,
    title = {Contents},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10515},
    doi = {10.1002/wilm.10515},
    pages = {1--1},
    year = {2016},
    }

  • D. Tudball, “Ed’s letter: even though it’s breaking,” Wilmott, vol. 2016, iss. 84, pp. 2-3, 2016. doi:10.1002/wilm.10516
    [BibTeX]
    @article {WILM:WILM10516,
    author = {Tudball, Dan},
    title = {Ed's Letter: Even Though It's Breaking},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10516},
    doi = {10.1002/wilm.10516},
    pages = {2--3},
    year = {2016},
    }

  • “News,” Wilmott, vol. 2016, iss. 84, pp. 4-9, 2016. doi:10.1002/wilm.10517
    [BibTeX]
    @article {WILM:WILM10517,
    title = {News},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10517},
    doi = {10.1002/wilm.10517},
    pages = {4--9},
    year = {2016},
    }

  • R. Bogni, “Of scale and scandal,” Wilmott, vol. 2016, iss. 84, pp. 10-11, 2016. doi:10.1002/wilm.10518
    [BibTeX]
    @article {WILM:WILM10518,
    author = {Bogni, Rudi},
    title = {Of Scale and Scandal},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10518},
    doi = {10.1002/wilm.10518},
    pages = {10--11},
    year = {2016},
    }

  • A. Brown, “Omnia mala quae in hoc mundo,” Wilmott, vol. 2016, iss. 84, pp. 12-15, 2016. doi:10.1002/wilm.10519
    [BibTeX]
    @article {WILM:WILM10519,
    author = {Brown, Aaron},
    title = {Omnia Mala Quae in Hoc Mundo},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10519},
    doi = {10.1002/wilm.10519},
    pages = {12--15},
    year = {2016},
    }

  • B. Ziemba, “Honor code,” Wilmott, vol. 2016, iss. 84, pp. 16-27, 2016. doi:10.1002/wilm.10520
    [BibTeX]
    @article {WILM:WILM10520,
    author = {Ziemba, Bill},
    title = {Honor Code},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10520},
    doi = {10.1002/wilm.10520},
    pages = {16--27},
    year = {2016},
    }

  • D. Tudball, ““the robbed that smiles steals something from the thief”,” Wilmott, vol. 2016, iss. 84, pp. 28-37, 2016. doi:10.1002/wilm.10521
    [BibTeX]
    @article {WILM:WILM10521,
    author = {Tudball, Dan},
    title = {“The Robbed that Smiles Steals Something from the Thief”},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10521},
    doi = {10.1002/wilm.10521},
    pages = {28--37},
    year = {2016},
    }

  • M. Staunton, “Charm school for americans,” Wilmott, vol. 2016, iss. 84, pp. 38-39, 2016. doi:10.1002/wilm.10522
    [BibTeX]
    @article {WILM:WILM10522,
    author = {Staunton, Mike},
    title = {Charm School for Americans},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10522},
    doi = {10.1002/wilm.10522},
    pages = {38--39},
    year = {2016},
    }

  • P. S. Hagan, D. Kumar, A. S. Lesniewski, and D. E. Woodward, “Universal smiles,” Wilmott, vol. 2016, iss. 84, pp. 40-55, 2016. doi:10.1002/wilm.10523
    [BibTeX]
    @article {WILM:WILM10523,
    author = {Hagan, Patrick S. and Kumar, Deep and Lesniewski, Andrew S. and Woodward, Diana E.},
    title = {Universal Smiles},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10523},
    doi = {10.1002/wilm.10523},
    pages = {40--55},
    keywords = {volatility, smile, SABR, Heston, option, swaption, European options},
    year = {2016},
    }

  • R. Zhou, “Modeling the path-dependency of the credit exposure in vanilla products,” Wilmott, vol. 2016, iss. 84, pp. 56-71, 2016. doi:10.1002/wilm.10524
    [BibTeX]
    @article {WILM:WILM10524,
    author = {Zhou, Richard},
    title = {Modeling the Path-Dependency of the Credit Exposure in Vanilla Products},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10524},
    doi = {10.1002/wilm.10524},
    pages = {56--71},
    keywords = {path-dependent exposure, exact exposure profile, swaption exercise probability, barrier survival probability},
    year = {2016},
    }

  • Z. Kakashadze, “101 formulaic alphas,” Wilmott, vol. 2016, iss. 84, pp. 72-81, 2016. doi:10.1002/wilm.10525
    [BibTeX]
    @article {WILM:WILM10525,
    author = {Kakashadze, Zura},
    title = {101 Formulaic Alphas},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10525},
    doi = {10.1002/wilm.10525},
    pages = {72--81},
    keywords = {formulaic alpha, turnover, cents-per-share, volatility, quantitative trading, correlation},
    year = {2016},
    }

  • M. Radley, “Cars,” Wilmott, vol. 2016, iss. 84, pp. 82-83, 2016. doi:10.1002/wilm.10526
    [BibTeX]
    @article {WILM:WILM10526,
    author = {Radley, Milford},
    title = {Cars},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10526},
    doi = {10.1002/wilm.10526},
    pages = {82--83},
    year = {2016},
    }

  • J. Jarasz, “The skewed world of jan jarasz,” Wilmott, vol. 2016, iss. 84, pp. 84-84, 2016. doi:10.1002/wilm.10527
    [BibTeX]
    @article {WILM:WILM10527,
    author = {Jarasz, Jan},
    title = {The skewed world of Jan Jarasz},
    journal = {Wilmott},
    volume = {2016},
    number = {84},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10527},
    doi = {10.1002/wilm.10527},
    pages = {84--84},
    year = {2016},
    }

Wilmott magazine

More information about Wilmott magazine can be found here.

 

Related Posts

Wilmott Magazine: Sept 2017 issue Volume 2017, Issue 91. Pages 1–60 Every issue we bring you original material from some of the best columnists, educators and cutting-edge resea...
Wilmott Magazine: July 2017 issue Volume 2017, Issue 90. Pages 1–60 Every issue we bring you original material from some of the best columnists, educators and cutting-edge resea...
Wilmott Magazine: May 2017 issue Volume 2017, Issue 89. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge resea...
Wilmott Magazine: March 2017 issue Volume 2017, Issue 88. Pages 1–60 Every issue we bring you original material from some of the best columnists, educators and cutting-edge resea...
Wilmott Magazine: January 2017 issue Volume 2017, Issue 87. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge rese...
Wilmott Magazine: November 2016 issue Volume 2016, Issue 86. Pages 1–84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge resea...
Wilmott Magazine: September 2016 issue Volume 2016, Issue 85. Pages 1–84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge resea...
Wilmott Magazine: May 2016 issue Volume 2016, Issue 83. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge res...