Wilmott Inner Circle
Option Pricing Under Stochastic Volatility With Incomplete Information
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2017
Articles
A Case Study on Asset Allocation in a Markowitz World
With a global wealth of 256 trillion USD in 2016 and with an ongoing regime of extremely low interest rates, the task of efficient asset allocation is a challenging one. In this article we move […]
Wilmott Inner Circle
The New New Math
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Wilmott Inner Circle
Investing In Thoroughbred Race Horses
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Articles
Derivatives Technology as a Matter of Survival
How can banks survive the upcoming years? The traditional business model no longer works because: 1. Low/negative interest rates: Interest rates in many major currencies (euros, CHF, JPY in particular) are low or even negative. […]
Wilmott Inner Circle
Can Anyone Solve The Smile Problem?
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Wilmott Inner Circle
Transformers!
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Articles
Opscore Web Service
Two decades in the market have seen ITO33 firmly establish itself as the solution provider of choice for convertible bond specialists. This gold standard is delivered via Opscore, the firm’s front-office solution for pricing, hedging, […]
WILMOTT Magazine
Wilmott Magazine: November 2017 issue
Volume 2017, Issue 92. Pages 1–60 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. 2017, iss. 92, […]
Wilmott Inner Circle
Managing Smile Risk
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