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About Wilmott

PW by JB Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...

What do Quants do?

Latest Forum Posts

  • My Dinner with ChatGPT
    I was generally disappointed until I said: OK, generate the opening to a mystery novel set in Newport Beach, CA    Here was the AI's response: The sun was setting over the glistening waters ...
    by Alan at 03:27 2022-12-10
  • C++ tricks
    I know this is late but perhaps someone finds this useful: #include <iostream> #include <string> #include <vector> #include <cassert> using namespace std; namespace { enum class State {    QUOTED,    UNQUOTED }; } int main() {    string line;   ...
    by mateuszb at 00:58 2022-12-10
  • UK going to the dogs
    https://www.nbcnews.com/news/world/britain-poverty-cost-of-living-food-crisis-rcna57630 ...
    by Marsden at 22:09 2022-12-09
  • Breakthrough in the theory of stochastic differential equations and their simulation
    Friends, I had tried this idea earlier when I was finding Z-series of density from its moments in posts 1491 and 1492. But there I had tried to generate a ...
    by Amin at 18:47 2022-12-09
  • RIP thread
    https://static.bax-shop.es/image/product/418228/1313782/b1dac0af/450x450/1515684903Tama_HP600DBK_Iron_Cobra_Jet_Black_Limited_Edition_single_bass_drum_pedal_1.jpg-gfIgA-PYyQJet Black, drummer ...
    by Cuchulainn at 19:34 2022-12-08
  • dividend-protected options
    Potentially interesting topic. If I get hold of the paper (wrote one of the authors), will try to respond more. In the meantime, you might want to look at a ...
    by Alan at 16:10 2022-12-08
  • Models for Covid-19
    BTW, UK advised 23 March 2020 advised people to stay at home. Looking at the above graph, as of March 25 2020 half of Italy was infected... SIRT == SIR + ...
    by Cuchulainn at 23:52 2022-12-07
  • Peru, land of vampires
    Peru’s President Quickly Ousted After Moving to Dissolve Congress ...
    by tagoma at 23:02 2022-12-07
  • Models for Covid-19 - analytics
    Diffusion? ...
    by Cuchulainn at 21:48 2022-12-07
  • MFE(MFin) or Phd?
    Quant finance is both a "science" and a "business". If your interests tend toward research and asking questions for knowledge's sake, go for the PhD. If your interests tend toward ...
    by Alan at 19:26 2022-12-07