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Nov 2012 Issue
Issue 61 of Wilmott was published in Sep 2012 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 126KB
Cars 111KB
News 48KB
The skewed world of Jan Darasz 133KB
Columns & Features
Cover Story: Fooled By Rational Turbulance 50760KB (LARGE FILE)

Aaron Brown: I Ain't Missing You at All152KB

Satyajit Das: The LIBOR Fix 183KB

Eurex: Architecting the Future 203KB

Mathworks: Navigating Curves 271KB

Bill Ziemba: Investing Around the World: Perspective From Student Presentations 581KB

Technical Papers

Ralf Korn and Qian Liang: Efficient Monte Carlo Simulation of the Delta Vector of a Bermudan Swaption in the LIBOR Market Model 657KB

Babak Mahdavi Damghani, Daniella Welch, Ciaran O'Malley & Stephen Knights: The Misleading Value of Measured Correlation 677KB

Messaoud Chibane, Hong Miao & Guy Sheldon: Accurate Pricing of Continuous Barrier Options With Local Volatility 652KB