News
Quantum Gateway
“One thing that’s always puzzled me a bit is why quantum mechanics has been around for over a century, but it hasn’t really worked its way into other areas,” David Orrell, author of Quantum Economics […]
Articles
Storm Front
As climate change progresses over the coming decades, a widening rangeof sectors will experience climate change-related damages. Climate outcomes, however, are subject to a high degree of uncertainty due to not only the socio-economic dynamics […]
News
Are Spikes and Shocks Making Value and Risk Less Predictable?
Spikes of considerable magnitude have become more common in equity markets, particularly over the last three years. This phenomenon has provided an opportunity to re-examine traditional approaches to predicting value and risk. Ongoing research by […]
WILMOTT Magazine
Wilmott Magazine: May 2020 issue
Volume 2020, Issue 107. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2020, iss. 107, p. […]
Articles
Implied Probability of Bail-In
CoCo (Contingent Convertible) or AT1 (Additional Tier 1) Bonds have been receiving some attention recently due to a confluence of factors. In no particular order these include the fact that $40bn worth of contracts are […]
Paul's Blog
The Armchair Epidemiologist
Andy Warhol once said “In the future, everyone will be an epidemiologist for 15 minutes.” How right he was. My dear friend Nassim Taleb is one. He tells us to be wary of the inherent […]
News
“The Minimum of the Smile Fit is Not Even in The Market!”
Uwe Wystup, well known to Wilmott Magazine readers for his FX column, recently spared some time to catch us up on current developments in the FX space from a quantitative perspective. Late February through March […]
Wilmott Inner Circle
Optimal Capital Growth Versus Black Swan Insurance Part I: Mediocristan
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WILMOTT Magazine
Wilmott Magazine: March 2020 issue
Volume 2020, Issue 106. Pages 1–84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2020, iss. 106, p. […]
Paul's Blog
The Free Speech Union
I am pleased to announce that wilmott.com has become a Founder Member of the Free Speech Union, freespeechunion.org. Taken from their website: Free speech is the bedrock on which all our other freedoms rest, yet it is currently […]