Articles

Implied Probability of Bail-In

6th May 2020 Editor 0

CoCo (Contingent Convertible) or AT1 (Additional Tier 1) Bonds have been receiving some attention recently due to a confluence of factors. In no particular order these include the fact that $40bn worth of contracts are […]

WILMOTT Magazine

Wilmott Magazine: March 2020 issue

23rd March 2020 Editor 0

Volume 2020, Issue 106. 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. 106, p. […]

WILMOTT Magazine

Wilmott Magazine: January 2020 issue

18th January 2020 Editor 0

Volume 2020, Issue 105. 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. 105, p. […]

Articles

The Swiss Army Knife of Option Analytics

8th January 2020 Editor 0

Vola Dynamics provides analytics for options trading and risk management,as well as portfolio, PnL, and scenario analysis. Since its founding in New York in 2016, it has quickly established itself as the only third-party vendor […]

Articles

The LIBOR Fix

29th November 2019 Editor 0

Depending on context, the word “fix” can mean “set” or “determine,” “manipulate” or “rig,” as well as “repair” or “correct.” “In a fix” means to be in difficulty. In colloquial use, a “fix” is a […]

WILMOTT Magazine

Wilmott Magazine: November 2019 issue

14th November 2019 Editor 0

Volume 2019, Issue 104. 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. 2019, iss. 104, p. […]

Articles

Binary Backwards

29th October 2019 Editor 0

Anybody who writes exams or performs job interviews knows the value of questions. If they are based on true stories or statements, even better. To my delight this showed up in my Twitter timeline: (Let […]

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