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May 2012 Issue
Issue 58 of Wilmott was published in Mar 2012 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 124KB
Cars 176KB
News 67KB
The skewed world of Jan Darasz 276KB
Columns & Features
Cover Story: Life on Venus? 372KB

Aaron Brown: ColdWar II 144KB

Satyajit Das: In the Matter of Lehman Brothers 276KB

Mike Staunton: Do Mention Laguerre 127KB

Mathworks: A Cyclical Model for the Downturn LGD 5667KB

Mathworks Profile: Industrial Evolution 171KB

Rachel Ziemba: It's a Gas, Gas, Gas! 239KB

Technical Papers

Holger Kammeyer and Jorge Kienitz: The Heston-Hull-White Model Part III: Numerics and Examples 541KB

Stephane Mysona and Paul Zimmerman: Adjusting Volatility to Discrete Cash Dividends 551KB

Samit Ahlawat: Calculating Value-at-Risk Using Option Implied Probability Distribution of Asset Prices 554KB

Jan De Spiegeleer and Wim Schoutens: Steering a Bank Around a Death Spiral: Multiple Trigger CoCos 623KB