Volume 2017, Issue 90. Pages 1–60
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In this issue:
- “Contents,” Wilmott, vol. 2017, iss. 90, p. 1–1, 2017.
[Bibtex]@article {WILM:WILM10597, title = {Contents}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10597}, doi = {10.1002/wilm.10597}, pages = {1--1}, year = {2017}, }
- D. Tudball, “Ed’s letter: we’ll be together again,” Wilmott, vol. 2017, iss. 90, p. 2–3, 2017.
[Bibtex]@article {WILM:WILM10598, author = {Tudball, Dan}, title = {Ed's Letter: We'll Be Together Again}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10598}, doi = {10.1002/wilm.10598}, pages = {2--3}, year = {2017}, }
- “News,” Wilmott, vol. 2017, iss. 90, p. 4–13, 2017.
[Bibtex]@article {WILM:WILM10599, title = {News}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10599}, doi = {10.1002/wilm.10599}, pages = {4--13}, year = {2017}, }
- R. Bogni, “Living to a thousand years,” Wilmott, vol. 2017, iss. 90, p. 14–15, 2017.
[Bibtex]@article {WILM:WILM10600, author = {Bogni, Rudi}, title = {Living to a Thousand Years}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10600}, doi = {10.1002/wilm.10600}, pages = {14--15}, year = {2017}, }
- A. Brown, “Cape fear,” Wilmott, vol. 2017, iss. 90, p. 16–19, 2017.
[Bibtex]@article {WILM:WILM10601, author = {Brown, Aaron}, title = {Cape Fear}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10601}, doi = {10.1002/wilm.10601}, pages = {16--19}, year = {2017}, }
- S. Das, “A new banking crisis?,” Wilmott, vol. 2017, iss. 90, p. 20–23, 2017.
[Bibtex]@article {WILM:WILM10602, author = {Das, Satyajit}, title = {A New Banking Crisis?}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10602}, doi = {10.1002/wilm.10602}, pages = {20--23}, year = {2017}, }
- B. Ziemba, “The pegasus world cup,” Wilmott, vol. 2017, iss. 90, p. 24–27, 2017.
[Bibtex]@article {WILM:WILM10603, author = {Ziemba, Bill}, title = {The Pegasus World Cup}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10603}, doi = {10.1002/wilm.10603}, pages = {24--27}, year = {2017}, }
- D. Tudball, “Special fx,” Wilmott, vol. 2017, iss. 90, p. 28–35, 2017.
[Bibtex]@article {WILM:WILM10604, author = {Tudball, Dan}, title = {Special FX}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10604}, doi = {10.1002/wilm.10604}, pages = {28--35}, year = {2017}, }
- M. Staunton, “Power to pólya,” Wilmott, vol. 2017, iss. 90, p. 36–37, 2017.
[Bibtex]@article {WILM:WILM10605, author = {Staunton, Mike}, title = {Power to Pólya}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10605}, doi = {10.1002/wilm.10605}, pages = {36--37}, year = {2017}, }
- D. J. Duffy and A. R. Palley, “C++11, c++14, and c++17 for the impatient: opportunities in computational finance,” Wilmott, vol. 2017, iss. 90, p. 38–47, 2017.
[Bibtex]@article {WILM:WILM10606, author = {Duffy, Daniel J. and Palley, Avi R.}, title = {C++11, C++14, and C++17 for the Impatient: Opportunities in Computational Finance}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10606}, doi = {10.1002/wilm.10606}, pages = {38--47}, keywords = {C++11, C++14, computational finance, functional programming, Monte Carlo, option pricing}, year = {2017}, }
- A. Kélani, “Hedging with credibility when assets can jump,” Wilmott, vol. 2017, iss. 90, p. 48–53, 2017.
[Bibtex]@article {WILM:WILM10607, author = {Kélani, Abdou}, title = {Hedging With Credibility When Assets Can Jump}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10607}, doi = {10.1002/wilm.10607}, pages = {48--53}, keywords = {Lévy models, pricing, hedging, FFT}, year = {2017}, }
- P. Jäckel, “Implied normal volatility,” Wilmott, vol. 2017, iss. 90, p. 54–57, 2017.
[Bibtex]@article {WILM:WILM10608, author = {Jäckel, Peter}, title = {Implied Normal Volatility}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10608}, doi = {10.1002/wilm.10608}, pages = {54--57}, year = {2017}, }
- M. Radley, “Cars,” Wilmott, vol. 2017, iss. 90, p. 58–59, 2017.
[Bibtex]@article {WILM:WILM10609, author = {Radley, Milford}, title = {Cars}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10609}, doi = {10.1002/wilm.10609}, pages = {58--59}, year = {2017}, }
- J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 90, p. 60–60, 2017.
[Bibtex]@article {WILM:WILM10610, author = {Darasz, Jan}, title = {The skewed world of Jan Darasz}, journal = {Wilmott}, volume = {2017}, number = {90}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10610}, doi = {10.1002/wilm.10610}, pages = {60--60}, year = {2017}, }
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