Wilmott Magazine: November 2017 issue

Volume 2017, Issue 92. Pages 1–60

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In this issue:

Bibliography

  • [DOI] “Contents,” Wilmott, vol. 2017, iss. 92, p. 1–1, 2017.
    [Bibtex]
    @article {WILM:WILM10623,
    title = {Contents},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10623},
    doi = {10.1002/wilm.10623},
    pages = {1--1},
    year = {2017},
    }
  • [DOI] D. Tudball, “Ed’s letter: walk on, walk on…,” Wilmott, vol. 2017, iss. 92, p. 2–3, 2017.
    [Bibtex]
    @article {WILM:WILM10624,
    author = {Tudball, Dan},
    title = {Ed's Letter: Walk On, Walk On…},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10624},
    doi = {10.1002/wilm.10624},
    pages = {2--3},
    year = {2017},
    }
  • [DOI] “News,” Wilmott, vol. 2017, iss. 92, p. 4–5, 2017.
    [Bibtex]
    @article {WILM:WILM10625,
    title = {News},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10625},
    doi = {10.1002/wilm.10625},
    pages = {4--5},
    year = {2017},
    }
  • [DOI] D. Tudball, “Opscore web service,” Wilmott, vol. 2017, iss. 92, p. 6–7, 2017.
    [Bibtex]
    @article {WILM:WILM10626,
    author = {Tudball, Dan},
    title = {Opscore Web Service},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10626},
    doi = {10.1002/wilm.10626},
    pages = {6--7},
    year = {2017},
    }
  • [DOI] A. Brown, “All things are difficult until they become easy,” Wilmott, vol. 2017, iss. 92, p. 8–9, 2017.
    [Bibtex]
    @article {WILM:WILM10627,
    author = {Brown, Aaron},
    title = {All Things Are Difficult Until They Become Easy},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10627},
    doi = {10.1002/wilm.10627},
    pages = {8--9},
    year = {2017},
    }
  • [DOI] C. Dzhabarov and B. Ziemba, “Sell-in-may-and-go-away in the equity index futures markets,” Wilmott, vol. 2017, iss. 92, p. 10–15, 2017.
    [Bibtex]
    @article {WILM:WILM10628,
    author = {Dzhabarov, Constantine and Ziemba, Bill},
    title = {Sell-in-May-and-Go-Away in the Equity Index Futures Markets},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10628},
    doi = {10.1002/wilm.10628},
    pages = {10--15},
    year = {2017},
    }
  • [DOI] C. Verzijl, “An investment game,” Wilmott, vol. 2017, iss. 92, p. 16–29, 2017.
    [Bibtex]
    @article {WILM:WILM10629,
    author = {Verzijl, Christopher},
    title = {An Investment Game},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10629},
    doi = {10.1002/wilm.10629},
    pages = {16--29},
    year = {2017},
    }
  • [DOI] M. Staunton, “Napoleon iv integration,” Wilmott, vol. 2017, iss. 92, p. 30–31, 2017.
    [Bibtex]
    @article {WILM:WILM10630,
    author = {Staunton, Mike},
    title = {Napoleon IV Integration},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10630},
    doi = {10.1002/wilm.10630},
    pages = {30--31},
    year = {2017},
    }
  • [DOI] L. MacLean and B. Ziemba, “Sports statistics: rating batters in baseball,” Wilmott, vol. 2017, iss. 92, p. 32–35, 2017.
    [Bibtex]
    @article {WILM:WILM10631,
    author = {MacLean, Leonard and Ziemba, Bill},
    title = {Sports Statistics: Rating Batters in Baseball},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10631},
    doi = {10.1002/wilm.10631},
    pages = {32--35},
    year = {2017},
    }
  • [DOI] F. Sahel, “A general parametrization of correlation matrix for a multidimensional stochastic volatility model,” Wilmott, vol. 2017, iss. 92, p. 36–43, 2017.
    [Bibtex]
    @article {WILM:WILM10632,
    author = {Sahel, Fouad},
    title = {A General Parametrization of Correlation Matrix for a Multidimensional Stochastic Volatility Model},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10632},
    doi = {10.1002/wilm.10632},
    pages = {36--43},
    keywords = {correlation matrix, model risk},
    year = {2017},
    }
  • [DOI] B. Orbay, R. Güllü, and W. Hörmann, “Mispricing in option pricing models versus market payoffs: an efficiency-based performance metric,” Wilmott, vol. 2017, iss. 92, p. 44–57, 2017.
    [Bibtex]
    @article {WILM:WILM10633,
    author = {Orbay, Berk and Güllü, Refık and Hörmann, Wolfgang},
    title = {Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10633},
    doi = {10.1002/wilm.10633},
    pages = {44--57},
    keywords = {option pricing, market efficiency, pricing error},
    year = {2017},
    }
  • [DOI] M. Radley, “Cars,” Wilmott, vol. 2017, iss. 92, p. 58–59, 2017.
    [Bibtex]
    @article {WILM:WILM10634,
    author = {Radley, Milford},
    title = {Cars},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10634},
    doi = {10.1002/wilm.10634},
    pages = {58--59},
    year = {2017},
    }
  • [DOI] J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 92, p. 60–60, 2017.
    [Bibtex]
    @article {WILM:WILM10635,
    author = {Darasz, Jan},
    title = {The skewed world of Jan Darasz},
    journal = {Wilmott},
    volume = {2017},
    number = {92},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10635},
    doi = {10.1002/wilm.10635},
    pages = {60--60},
    year = {2017},
    }

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