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Sep 2011 Issue
Issue 54 of Wilmott was published in July 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 126KB
News 71KB
The skewed world of Jan Darasz 7655KB
Columns & Features
Cover Story: In The Margins 662KB

Mathworks:Approaches to Implementing Monte Carlo Methods in MATLAB 440KB

Aaron Brown: Do. Models. Behave. Badly? 136KB

Eurex: MiFID Review: How Does It Affect You? 259KB

Satyajit Das: Financial Fetishes 156KB

ITO33: Divining Dividends 4037KB

Billl Ziemba: Place and Show 2361KB

Ed Thorp: Optimal Capital Growth Versus Black Swan Insurance Part I: Mediocristan 5820KB

Technical Papers

David Ardia, Juan David Ospina Arango and Norman Diego Giraldo Gómez: Jump-Diffusion Calibration Using Differential Evolution 548KB

Fouad Sahel and Arnaud Gocsei: Matching Sensitivities to Discrete Dividends: A New Approach for Pricing Vanillas 582KB

Olivier Ledoit and Michael Wolf: Robust Performance Hypothesis Testing With the Variance 513KB

Daniel J. Duffy: The Boost C++ Libraries Overview and Applicability to Computational Finance: Part I 475KB