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Issue 20 of Wilmott was published in Nov 2005 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 31KB
News 113 KB
Book Reviews 51KB
Book Club 2297 KB
Car Reviews 141KB
Columns
Cover Story: The Asian Option 1357KB
Espen Haug - The Collector: Practical Valuation of
Power Derivatives
950KB
Aaron Brown: Stress For Success 68KB
Rachel Ziemba: Springtime in Buenos Aires? 340KB
Elie Ayache: What is Implied by Implied Volatility? 147KB
Ed Thorp: Berkshire Hathaway 163KB
Henriette Prast: The Weakest Link 200KB
Mike Staunton: Characteristic Functions Without Complex Numbers 203KB
Kent Osband: A Whole Lotta Bond Shaking Goin’ On 1066KB
Technical Papers
Vivien Brunel: Pricing Credit Derivatives with Uncertain Default Probabilities 143KB
Simon Johnson: Numerical Methods for the Markov Functional Model 130KB
Peter Glößner, Achim Steinbauer, Vesselka Ivanova: Internal LGD Estimation in Practice 196KB
Krishna Kumar : Monte Carlo in Esperanto 97KB