WILMOTT Magazine

Wilmott Magazine: January 2019 issue

Volume 2019, Issue 99. 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 “Contents,” Wilmott, vol. 2019, iss. 99, p. […]

Editor's Blog

CCR KVA Relief Through CVA, Homotopy Analysis for SABR and XVA, R for ML: Self Organising Maps for Risk Analysis

In ‘CCR KVA Relief through CVA: a Regression-based Monte Carlo Approach’, published in the January 2019 issue of Wilmott Magazine,  Christoph M. Puetter, Stefano Renzitti, Allan Cowan present and examine, by example of a USD […]