CQF Winter 2012

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Issue 25 of Wilmott was published in Sep 2006 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 298KB
News 112KB
Book Club 195KB
Car Reviews 59KB
Columns
Cover Story: Risk And The Not So Solid State 468KB
Philippe Henrotte: How Exotic Is the Variance Swap? 874KB
Mike Staunton: Fitting implied volatilities with GB2 87KB

Aaron Brown : The Inside Out Corporation 1377KB

Kent Osband : Finformatics: Pre-Brownian Motion, Part 2 183KB

Misys:Vaulting The Wall459KB

Xenomorph: Data Day Workload 156KB

Rachel Ziemba: The Sicilian Bridge 79KB

Dan Tudball: FINCAD: 10 For Victory 93KB

Pure Banking: Hedge Management 93KB

Technical Papers
Peter Jäckel: By Implication 1563KB
Frederik Herzberg and Christoph Bennemann: Order Statistics for Value at Risk Estimation and Option Pricing 110KB
Björn Naundorf, Jörg Raufeisen, Christoph Bennemann and
Frederik Herzberg: You Can’t Always Get What You Want - Estimating the Value at Risk from Historical Data with Limited Statistics
131KB
Jeremy D. Weinstein: Applied Game Theory in the United Airlines Bankruptcy Case 79KB
Stephen Schulist: Poker as a Lottery 102KB