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WILMOTT Magazine: November 2016 issue
Volume 2016, Issue 86. Pages 1–84
Month: November 2016
Julia
Julia Enters Top 50 Programming Languages
Julia, a numerical computing language, took its place among the top 50 computer programming languages in September 2016, according to the TIOBE Programming Community Index, an index of the world’s most popular programming languages: […]
News
Mathematica: Going To Eleven
Stephen Wolfram’s recent blog post on the launch of Mathematica and Wolfram Language 11 presents a number of innovations that Quants will find worth exploring In an extensive blog post to mark the launch of […]
Wilmott Inner Circle
The Heston–Hull–White Model Part III: Design And Implementation – Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
News
Misys Supports Banks with FRTB Compliance
Misys is supporting the banking community as it prepares for Basel’s Fundamental Review of the Trading Book (FRTB). The regulation, which overhauls the market risk capital charge calculation, has significant ramifications which must be addressed […]