WILMOTT Magazine

Wilmott Magazine: November 2019 issue

14th November 2019 Editor 0

Volume 2019, Issue 104. Pages 1–96 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. 2019, iss. 104, p. […]

Articles

Binary Backwards

29th October 2019 Editor 0

Anybody who writes exams or performs job interviews knows the value of questions. If they are based on true stories or statements, even better. To my delight this showed up in my Twitter timeline: (Let […]

WILMOTT Magazine

Wilmott Magazine: September 2019 issue

3rd October 2019 Editor 0

Volume 2019, Issue 103. 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. 2019, iss. 103, p. […]

Articles

In Code We Trust

25th September 2019 Editor 0

You’re at a fund that doesn’t want to burn headcount hiring their own data, storage, and sysadmin team, and you’re not alone. Financial institutions of all sizes realize that it is expensive to meet the […]

Articles

AAD: Breaking the Primal Barrier

18th September 2019 Editor 0

In this article we present a new approach for automatic adjoint differentiation (AAD) with a special focus on computations where derivatives ∂F(X)/∂X are required for multiple instances of vectors X. In practice, the presented approach […]

Articles

Primer On Arbitrage And Asset Pricing

4th September 2019 Editor 0

  Financial decision making is typically concerned with the amount of investment capital to allocate to various assets or asset classes in various financial markets. The opportunity set can be very complex, with sets of […]

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