Volume 2020, Issue 110. 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. 2020, iss. 110, p. […]
You can always count on Espen Haug to deliver something thought provoking and in the September 2020 issue of Wilmott Magazine he does just that. Recent years have seen Espen focusing much of his attention […]
Volume 2020, Issue 109. 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. 2020, iss. 109, p. […]
The Quant Insights Conference is back for the 6th time. Join online to discover the latest industry innovations in volatility, agent-based modeling, risk and more. Claim your complementary ticket today
Thijs van den Berg, a consultant and author on machine learning in quantitative finance will present a talk on neural parametric models, novel modeling methods in finance for the CQF Institute on 22nd September. Thijs […]
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 […]
Dariusz Gatarek, co-author of the Libor Market Model with Alan Brace and Marek Musiela, has been busy of late – despite worrying that the vagaries of age might be catching up with him. He is […]
The logic of the carry trade is quite enchanting. Cheap funding, an attractive spread and the assumption that nothing is going to change all together make for fun of the highly levered variety. It’s that […]
Volume 2020, Issue 108. 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. 2020, iss. 108, p. […]
Ever shrinking margins and the continued mass adoption of FX trading platforms present only one possible solution from the sell side perspective: increase volume. At first blush, not too daunting perhaps, since the product range […]
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