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Sep 2012 Issue
Issue 60 of Wilmott was published in July 2012 - 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 123KB
Books 273KB
Cars 186KB
News 63KB
The skewed world of Jan Darasz 222KB
Columns & Features
Cover Story: A Bridge Too Far 428KB

Aaron Brown: Toil and Trouble 153KB

Satyajit Das: Bankers - "They never learn. Such a pity!" Part 1: The "Dimon hedge" 216KB

Mike Staunton: Mike Staunton: The SABR Decade 128KB

Wolfram: Wolfram Loves You! 184KB

Technical Papers

Qimou Su and Curt Randall: Putting Smiles Back to the Futures 1759KB

Gabriel G. Drimus: FX Volatility-of-Volatility: A Simple Model-Free Motivation 512KB

Kenichiro Shiraya, Akihiko Takahashi, and Akira Yamazaki: Pricing Swaptions Under the LIBOR Market Model
of Interest Rates With Local- Stochastic Volatility Models
744KB