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Log in to see a collection of articles from past issues of Wilmott magazine and specially commissioned work from some of the most influential quants
Title Author Views Posted
An Asymptotic FX Option Formula in the Cross Currency Libor Market Model: Wilmott Magazine Article Atsushi Kawai & Peter Jäckel 499 Views 15/05/2013
Finformatics - Rootless Vol: Wilmott Magazine Article Kent Osband 1045 Views 26/04/2013
The Implied Loss Surface of CDOs: Wilmott Magazine Article Martin Krekel & Jan Partenheimer 803 Views 08/04/2013
Forecasting the Yield Curve with S-Plus: Wilmott Magazine Article Dario Cziráky, PhD 1244 Views 22/03/2013
Amaranthus Extermino: Wilmott Magazine Article Bill and Rachel Ziemba 864 Views 06/03/2013
The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets: Wilmott Magazine Article Riaz Ahmad & Paul Wilmott 2759 Views 18/02/2013
Resampling vs. Shrinkage for Benchmarked Managers: Wilmott Magazine Article Michael Wolf 295 Views 28/01/2013
Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts: Wilmott Magazine Article Dennis Yang 740 Views 10/01/2013
The Little Heston Trap: Wilmott Magazine Article Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert 1028 Views 18/12/2012
Order Statistics for Value at Risk Estimation and Option Pricing: Wilmott Magazine Article Frederik Herzberg and Christoph Bennemann 947 Views 30/11/2012
Poker as a Lottery: Wilmott Magazine Article Stephen Schulist 849 Views 09/11/2012
Finance Focus Session with MathWorks, developers of MATLAB: Parallel Computing and GPUs Jos Martin and Ben Tordoff 1081 Views 12/10/2012
You Can't Always Get What You Want - Estimating the Value at Risk from Historical Data with Limited Statistics Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg 1483 Views 28/09/2012
Extended CreditGrades Model with Stochastic Volatility and Jumps: Wilmott Magazine Article Artur Sepp 828 Views 14/09/2012
Option Pricing and the Dirichlet Problem Mark S. Joshi 1592 Views 30/08/2012
The Art of Differentiating Computer Programs: An Introduction to Algorhythmic Differentation Uwe Naumann 2736 Views 13/08/2012
The Irony in the Variance Swaps: Wilmott Magazine Article Elie Ayache 1321 Views 03/08/2012
Building Your Wings on the Way Down: Wilmott Magazine Article Aaron Brown 1464 Views 19/07/2012
Correlation Smile Structures in Equity and FX Volatility Markets: Wilmott Magazine Article Nasir Afaf 1807 Views 06/07/2012
Robust Hedging with Short-term Options: Wilmott Magazine Article Sven Balder & Antje Mahayni 1516 Views 21/06/2012
OIS Discounting and Curve Management Lecture in New York 7City 2515 Views 08/06/2012
Finance Focus Lecture with Unrisk: Deep Space Analytics Michael Aichinger and Andreas Binder 1106 Views 24/05/2012
Pricing with Jump Signals in the PDE Framework: Wilmott Magazine Article Domingo Tavella & Stewart Inglis 1218 Views 10/05/2012
Approximation of Continuous Monitoring with Discrete Monitoring Applied to Down-And-Out Options: Wilmott Magazine Article Stefan Ebenfeld & Damaris Hilzinger 828 Views 26/04/2012
A Conditional Valuation Approach for Path-Dependent Instruments: Wilmott Magazine Article Dante Lomibao and Steven Zhu 1312 Views 11/04/2012
Hedging under SABR Model: Wilmott Magazine Article Bruce Bartlett 2038 Views 26/03/2012
Finformatics: How to Measure Really Small Things: Wilmott Magazine Article Kent Osband 1712 Views 12/03/2012
A VaR-based Model for the Yield Curve: Wilmott Magazine Article Ruben D. Cohen 2098 Views 27/02/2012
Do not Forget the Economy when Estimating Default Probabilities: Wilmott Magazine Article Bernd Engelmann & Daniel Porath 1693 Views 16/02/2012
Pricing Rainbow Options: Wilmott Magazine Article Peter Ouwehand, Graeme West 1159 Views 01/02/2012
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Articles 1 to 30 of 330