WILMOTT Magazine

Wilmott Magazine: September 2019 issue

3rd October 2019 Editor 0

Volume 2019, Issue 103. Pages 1–60 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. 103, p. […]

Articles

In Code We Trust

25th September 2019 Editor 0

You’re at a fund that doesn’t want to burn headcount hiring their own data, storage, and sysadmin team, and you’re not alone. Financial institutions of all sizes realize that it is expensive to meet the […]

Articles

AAD: Breaking the Primal Barrier

18th September 2019 Editor 0

In this article we present a new approach for automatic adjoint differentiation (AAD) with a special focus on computations where derivatives ∂F(X)/∂X are required for multiple instances of vectors X. In practice, the presented approach […]

Articles

Primer On Arbitrage And Asset Pricing

4th September 2019 Editor 0

  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 […]

WILMOTT Magazine

Wilmott Magazine: July 2019 issue

26th July 2019 Editor 0

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

17th July 2019 Editor 0

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 […]

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