Cover Story: Hazy Reply, Try Again Progress Software: A Progressive Solution Aaron Brown: Ten Bad Ideas Born of the Financial Disaster Rudi Bogni: Data, Information, and Illusion StreamBase: First in Line Thomson Reuters: Alpha in News? Xenomorph: Wind of Change Bill Ziemba: Bubbles, Belichick, and the One That Got Away Manoj Thulasidas: Operational Risk in Trading Platforms Satyajit Das: Mark-to-make Believe David Ingram:The Human Dynamics of the Credit Crisis and Implications for the Afterlife Mike Staunton: Not Yet the Full Monty
We would like to invite members of wilmott.com to submit papers on all aspects of quantitative finance, risk management, trading, fund management, etc. Submissions for the journal should be sent to Rachael Wilkie at rachael@wilmott.com.
Aims and Scope:
Wilmott Journal publishes research articles for and by the international quantitative finance community. The emphasis of the journal is on practicality of the research, new approaches and new methods. Topics covered include derivatives pricing, hedging and risk management, trading strategies, asset allocation, fundamental analysis, forecasting, econometrics.
Submitted articles are peer reviewed and will need to show supporting evidence, exploration of original ideas, approaches and thinking as well as responsibility towards measurement and management of risk.
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