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 researchers. In this issue:

Bibliography

  • “Contents,” Wilmott, vol. 2017, iss. 89, pp. 1-1, 2017. doi:10.1002/wilm.10584
    [BibTeX]
    @article {WILM:WILM10584,
    title = {Contents},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10584},
    doi = {10.1002/wilm.10584},
    pages = {1--1},
    year = {2017},
    }

  • D. Tudball, “Ed’s letter: the man in the looking glass,” Wilmott, vol. 2017, iss. 89, pp. 2-3, 2017. doi:10.1002/wilm.10585
    [BibTeX]
    @article {WILM:WILM10585,
    author = {Tudball, Dan},
    title = {Ed's Letter: The Man in the Looking Glass},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10585},
    doi = {10.1002/wilm.10585},
    pages = {2--3},
    year = {2017},
    }

  • “News,” Wilmott, vol. 2017, iss. 89, pp. 4-7, 2017. doi:10.1002/wilm.10586
    [BibTeX]
    @article {WILM:WILM10586,
    title = {News},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10586},
    doi = {10.1002/wilm.10586},
    pages = {4--7},
    year = {2017},
    }

  • “A case study on asset allocation in a markowitz world,” Wilmott, vol. 2017, iss. 89, pp. 8-11, 2017. doi:10.1002/wilm.10587
    [BibTeX]
    @article {WILM:WILM10587,
    title = {A Case Study on Asset Allocation in a Markowitz World},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10587},
    doi = {10.1002/wilm.10587},
    pages = {8--11},
    year = {2017},
    }

  • J. Computing, “Automatic for the greeks,” Wilmott, vol. 2017, iss. 89, pp. 12-15, 2017. doi:10.1002/wilm.10588
    [BibTeX]
    @article {WILM:WILM10588,
    author = {Computing, Julia},
    title = {Automatic for the Greeks},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10588},
    doi = {10.1002/wilm.10588},
    pages = {12--15},
    year = {2017},
    }

  • A. Brown, “The goose steals back the common,” Wilmott, vol. 2017, iss. 89, pp. 16-19, 2017. doi:10.1002/wilm.10589
    [BibTeX]
    @article {WILM:WILM10589,
    author = {Brown, Aaron},
    title = {The Goose Steals Back the Common},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10589},
    doi = {10.1002/wilm.10589},
    pages = {16--19},
    year = {2017},
    }

  • S. Das, “Negative feelings,” Wilmott, vol. 2017, iss. 89, pp. 20-25, 2017. doi:10.1002/wilm.10590
    [BibTeX]
    @article {WILM:WILM10590,
    author = {Das, Satyajit},
    title = {Negative Feelings},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10590},
    doi = {10.1002/wilm.10590},
    pages = {20--25},
    year = {2017},
    }

  • B. Ziemba, “The road to super bowl 51,” Wilmott, vol. 2017, iss. 89, pp. 26-35, 2017. doi:10.1002/wilm.10591
    [BibTeX]
    @article {WILM:WILM10591,
    author = {Ziemba, Bill},
    title = {The Road to Super Bowl 51},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10591},
    doi = {10.1002/wilm.10591},
    pages = {26--35},
    year = {2017},
    }

  • D. Tudball, “Peter carr’s hall of mirrors,” Wilmott, vol. 2017, iss. 89, pp. 36-44, 2017. doi:10.1002/wilm.10592
    [BibTeX]
    @article {WILM:WILM10592,
    author = {Tudball, Dan},
    title = {Peter Carr's Hall of Mirrors},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10592},
    doi = {10.1002/wilm.10592},
    pages = {36--44},
    year = {2017},
    }

  • E. Giménez, A. Elices, and G. Villani, “A heuristic pricing and hedging framework for multicurrency fixed-income desks,” Wilmott, vol. 2017, iss. 89, pp. 45-51, 2017. doi:10.1002/wilm.10593
    [BibTeX]
    @article {WILM:WILM10593,
    author = {Giménez, Eduard and Elices, Alberto and Villani, Giovanna},
    title = {A Heuristic Pricing and Hedging Framework for Multicurrency Fixed-Income Desks},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10593},
    doi = {10.1002/wilm.10593},
    pages = {45--51},
    keywords = {OIS, multicurrency, collateral, cross-currency swaps},
    year = {2017},
    }

  • B. Mahdavi-Damghani, “Introducing the hfte model: a multi-species predator-prey ecosystem for high-frequency quantitative financial strategies,” Wilmott, vol. 2017, iss. 89, pp. 52-69, 2017. doi:10.1002/wilm.10594
    [BibTeX]
    @article {WILM:WILM10594,
    author = {Mahdavi-Damghani, Babak},
    title = {Introducing the HFTE Model: A Multi-Species Predator-Prey Ecosystem for High-Frequency Quantitative Financial Strategies},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10594},
    doi = {10.1002/wilm.10594},
    pages = {52--69},
    keywords = {HFTE model, high-frequency financial funnel (HFFF), multi-target tracking, stability of financial systems, data analysis and patterns in data, electronic trading, systemic risk, high-frequency trading, game theory, machine learning, predator-prey models},
    year = {2017},
    }

  • M. Radley, “Cars,” Wilmott, vol. 2017, iss. 89, pp. 70-71, 2017. doi:10.1002/wilm.10595
    [BibTeX]
    @article {WILM:WILM10595,
    author = {Radley, Milford},
    title = {Cars},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10595},
    doi = {10.1002/wilm.10595},
    pages = {70--71},
    year = {2017},
    }

  • J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 89, pp. 72-72, 2017. doi:10.1002/wilm.10596
    [BibTeX]
    @article {WILM:WILM10596,
    author = {Darasz, Jan},
    title = {The skewed world of Jan Darasz},
    journal = {Wilmott},
    volume = {2017},
    number = {89},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10596},
    doi = {10.1002/wilm.10596},
    pages = {72--72},
    year = {2017},
    }

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