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Issue 28 of Wilmott was published in Mar 2007 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 32KB
News 98KB
Car Reviews 63KB
Columns
Cover Story: One Size Fits All 640KB
Mike Staunton: Monte Carlo For Heston 65KB

Eileen Lee: UnRisk: Big Demand for Small Things 61KB

Aaron Brown: But when I’m bad I’m better 57KB

Satyajit Das: Credit Where Credit Is Due - PartII 277KB

Xenomorph: Market Impact – Time for More Math in the Algorithm? 62KB

Bill and Rachel Ziemba: Three mini crashes in US and world equity markets 575KB

Elie Ayache: Nail in the Coffin: The next question concerning technology - Part II: A World Inverted 106KB

Dario Cziráky: Triumph of the Optimizers 263KB

FINCAD: Getting the Numbers Right 213KB

Farrukh Alavi: The Big IF 584KB

Andreas Binder: How to kill your trees properly 713KB

Global Futures: Roll the Dice 184KB

Technical Papers
Johan de Kock, Holger Kraft & Mogens Steffensen: CDOs in Chains 197KB
Jörg Kienitz: Stochastic Processes in Finance - Part I 357KB
Claudio Albanese & Alicia Vidler: A Structural Model for Credit-Equity Derivatives and Bespoke CDOs 521KB
Daniel J. Duffy: Software Frameworks in Quantitative Finance Part II: Developing C++ Applications for the Finite Difference Method (FDM) 2711KB
Hyungsok Ahn & Paul Wilmott: Jump Diffusion, Mean and Variance: How to Dynamically Hedge, Statically Hedge and to Price 251KB