Articles

Wilmott 100: “Why’s it Square?”

Wilmott Magazine reaches 100 issues this month. Having realized the milestone might have some significance Paul Wilmott and Dan Tudball recently sat down with Randeep Gug of the CQF to delve into the history of […]

WILMOTT Magazine

Wilmott Magazine: March 2019 issue – 100th Issue!

Volume 2019, Issue 100. Pages 1–84 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. 100, p. […]

Articles

Software Frameworks in Quantitative Finance, Part I: Fundamental Principles and Applications to Monte Carlo Methods

We discuss a number of ongoing efforts when developing customizable software systems and frameworks for problems in Quantitative Finance. In particular, we examine the interplay between architecture, patterns and modern object-oriented and generic programming paradigms. […]