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About Wilmott

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

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Latest Forum Posts

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    Of course, in higher level languages it is preferable to have whatever safety is possible. The provided interface is by absolutely totally no stretch of the imagination a "throwback". It is the ...
    by pj
    27 February 2024 11:59 am
  • jasonbellFIVE hundred years from now: can you predict the Software Landscape in anno 2525?
    BDI works out nicely into a Bayesian Network model though: P(B∣D,A,O,R0,R1)∝P(R1∣B,D,A,O)×P(R0∣B,D,A)×P(A∣B,D)×P(B∣D), ...
    by jasonbell
    27 February 2024 10:57 am
  • CuchulainnPicture says it all
    hey friends. yes, it's me! In case i was un-clear, my point was that my new (absolutely stunning) avatar has 2 say "rounds" that is  (I believe) the anawer to the question. Sounds ...
    by Cuchulainn
    27 February 2024 10:33 am
  • Cuchulainnguess a country
    Alan's feels like Central Europe, late Miiddle Ages. ...
    by Cuchulainn
    27 February 2024 9:56 am
  • AminBreakthrough in the theory of stochastic differential equations and their simulation
    Friends, I remained away from work yesterday. In a day or two, I hope to post an automated program that finds hermite series representation of joint densities in arbitrary dimensions ...
    by Amin
    27 February 2024 3:58 am
  • Clewlow and Strickland - one factor energy model, solution steps
    Finally - a eurkea it seems to be! I found another error in Col S - the original/starting Forward Curve I had created, labeled F0. The mistake was that I ...
    by cdsharm75
    27 February 2024 3:30 am
  • AlanMy Dinner with ChatGPT
    Dall-E still can't count: >> Six bananas on a table and no other bananas in the image. bananas.jpg (Credit: DALL-E 3) ...
    by Alan
    26 February 2024 6:02 pm
  • DavidJNBlack-Scholes and Forward Price
    What is the difference between a spot price and a forward price? Understand that and the option question should be easy.  ...
    by DavidJN
    26 February 2024 3:26 pm
  • jasonbellStupid question of the day
    At that time I'm not in the slightest bit surprised. My favourite in-flight announcement was Belfast to Gatwick red eye. Just pass over Liverpool, bank right slightly harder than normal..... ...
    by jasonbell
    26 February 2024 2:42 pm
  • tagomaRugby: The Six Nations Championship
    Please kindly un-read my recent comment where I stated I was with Les Bleus this year. I saw the highlights of the 2 games: very depressing.  Professionalism has killed rugby. Imagine a 150 ...
    by tags
    25 February 2024 8:50 pm