Month: January 2018

Wilmott Inner Circle

The Wrong Type Of Language

31 January 2018 Editor Comments Off on The Wrong Type Of Language
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 […]
Articles

Six Degrees of Idiocy

22 January 2018 Editor Comments Off on Six Degrees of Idiocy
One of the classic works of poker, and risk management, is Herbert Yardley’s 1957 best-seller, The Education of a Poker Player, Including Where and How One Learns to Win. Yardley is an important transitional figure. […]
01

WILMOTT Magazine: January 2018 issue

12 January 2018 Editor Comments Off on WILMOTT Magazine: January 2018 issue
Volume 2018, Issue 93. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography [bibtex template=wilmott-bibtex file=https://www.wilmott.com/wp-content/uploads/magazine/citations/citations_wilmott_93.bib] More information about Wilmott […]
Articles

Monte Carlo Methods in Quantitative Finance Generic and Efficient MC Solver in C++ : Wilmott Magazine Article – Daniel Duffy and Joerg Kienitz

8 January 2018 Editor Comments Off on Monte Carlo Methods in Quantitative Finance Generic and Efficient MC Solver in C++ : Wilmott Magazine Article – Daniel Duffy and Joerg Kienitz
We describe how we have designed and implemented a software architecture in C++ to model one-factor and multifactor option pricing problems. We pay attention to the fact that different kinds of applications have their own […]