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 researchers. In this issue:

Bibliography

  • [DOI] “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},
    }
  • [DOI] 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},
    }
  • [DOI] “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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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},
    }
  • [DOI] 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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