Year: 2019

Articles

Primer On Arbitrage And Asset Pricing

4 September 2019 Editor Comments Off on Primer On Arbitrage And Asset Pricing
  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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WILMOTT Magazine: July 2019 issue

26 July 2019 Editor Comments Off on WILMOTT Magazine: July 2019 issue
Volume 2019, Issue 102. 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. 102, p. […]
Articles

Close Encounters Of The Third Order

17 July 2019 Editor Comments Off on Close Encounters Of The Third Order
The 1977 science fiction movie Close Encounters of the Third Kind was written and directed by Steven Spielberg. The title is derived from the classification by Hynek for close encounters with aliens, in which the […]
Articles

Volatility Voodoo

3 July 2019 Editor Comments Off on Volatility Voodoo
How do I love thee? Let me count the ways. I love thee to the depth and breadth and height My soul can reach, when feeling out of sight. . . I love thee with […]
Articles

Gambler’s Ruin

20 June 2019 Editor Comments Off on Gambler’s Ruin
The term “gambler’s ruin” is used for a number of statistical ideas whose common denominator is predicting the eventual outcome of a series of repeated bets. There are some beautiful and counterintuitive results in which […]