Year: 2016

Wilmott Inner Circle

Pricing Climate Derivatives With Nonlinear Models: Wilmott Magazine Article – Daniel Bloch, James Annan & Justin Bowles

22 September 2016 Editor Comments Off on Pricing Climate Derivatives With Nonlinear Models: Wilmott Magazine Article – Daniel Bloch, James Annan & Justin Bowles
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Paul's Blog

“Algo My Way, You Go Your Way”

7 September 2016 Paul Comments Off on “Algo My Way, You Go Your Way”
My upcoming talk at the Quant Insights conference, 14th October, London, will be “Algo My Way, You Go Your Way – Four Decades in Business.” More details about this conference can be found here: https://www.eventbrite.co.uk/e/quant-insights-conference-tickets-26514482531. Four […]
Wilmott Inner Circle

The Financial Heat Machine: Coupling With The Present Financial Crises: Wilmott Magazine Article – Andrei Khrennikov

30 August 2016 Editor Comments Off on The Financial Heat Machine: Coupling With The Present Financial Crises: Wilmott Magazine Article – Andrei Khrennikov
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Wilmott Inner Circle

The Heston-Hull-White Model Part I: Finance And Analytics: Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz

8 August 2016 Editor Comments Off on The Heston-Hull-White Model Part I: Finance And Analytics: Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz
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Wilmott Inner Circle

Trend Followers Lose More Often Than They Gain: Wilmott Magazine Article – Marc Potters & Jean-Philippe Bouchaud

31 July 2016 Editor Comments Off on Trend Followers Lose More Often Than They Gain: Wilmott Magazine Article – Marc Potters & Jean-Philippe Bouchaud
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Paul's Blog

All Mod Cons

10 July 2016 Paul Comments Off on All Mod Cons
For the UK and wilmott.com it’s that once-in-a-generation moment. A new bathroom? No! While Mark Carney performs his fine balancing act of talking down the UK in order not to lose face while not actually causing too much harm […]
Wilmott Inner Circle

A Mean-Square Approach To Constant Proportion Debt Obligations: Wilmott Magazine Article – A. I. Cekic, Ralf Korn, and Omur Ugur

6 July 2016 Editor Comments Off on A Mean-Square Approach To Constant Proportion Debt Obligations: Wilmott Magazine Article – A. I. Cekic, Ralf Korn, and Omur Ugur
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