Articles

Forecasting the Yield Curve with S-Plus

10th December 2018 admin 0

Methods capable of forecasting the entire yield curve based on a time series extension of the Nelson-Siegel model Nelson and Siegel (1987) were suggested in the literature and compared to the non-parametric alternatives Diebold and […]

Articles

Amaranthus Extermino

26th November 2018 admin 0

On September 19, 2006 the hedge fund Amaranth Advisors of Greenwich, Connecticut announced that it had lost $6 billion, about two thirds of the $9.25 billion fund in less than two weeks, largely because it […]

WILMOTT Magazine

Wilmott Magazine: November 2018 issue

15th November 2018 admin 0

Volume 2018, Issue 98. Pages 1–98 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. 2018, iss. 98, p. […]

Articles

Poker as a Lottery

29th October 2018 admin 0

Doyle Brunson , two-time winner of the World Series of Poker main event, has likened a poker tournament to a lottery in which more skilled players (like himself) hold more tickets than less skilled players […]

Paul's Blog

Misinterpreting The Evidence

18th October 2018 Paul 0

I saw a news story recently saying something like there are more germs on your iPhone than on a toilet seat. From which we conclude what? We are told to conclude that this is really […]

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