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Issue 53 of Wilmott was published in May 2011 - Download PDFs here. |
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| In
This Issue |
| To download
each of these files to your computer, right-click with your mouse
on the appropriate link and choose the 'Save target as' option. If
you don't have the Adobe Acrobat PDF Reader installed you can get
a copy here. |
| Regulars |
| Editor's Letter 122KB |
| News 61KB |
| Car Reviews 148KB |
| The skewed world of Jan Darasz 128KB |
| Columns & Features |
| Cover Story: Mutual Assured Destruction 661KB |
NVIDIA A Solution Waiting to Happen 292KB |
Aaron Brown: Old Beds, Standard Deviation, Can Openers, Trampolines, and Risk 145KB |
Mike Staunton: Tulips From Leiden (With Apologies to Max Bygraves) 133KB |
Xenomorph: Time in Two Dimensions 139KB |
Satyajit Das: Tranquilizer Solutions Part II: CCP Risk Taming 128KB |
ITO33: Building Bridges 633KB |
FINCAD: On the Level 86KB |
Rachel Ziemba: Testing Resiliency 199KB |
Colin Magee: An Interactive Session With BetfaiR 206KB |
| Technical Papers |
Masaaki Fujii, Yasufumi Shimada, and Akihiko Takahashi: A Market Model of Interest Rates With Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies 606KB |
Guillaume Pealat and Daniel J. Duffy:The Alternating Direction Explicit (ADE)
Method for One-Factor Problems 1646KB |
Dragos Bozdog, Ionut Florescu, Khaldoun Khashanah, and Jim Wang: Rare Events Analysis for High-Frequency Equity Data 4924KB |
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