Wilmott

Distant Drums

1 July 2024 Editor Comments Off

Dim drums throbbing, in the hills half heard,Where only on a nameless throne a crownless prince has stirred,Where, risen from a doubtful seat and half attainted stall,The last knight of Europe takes weapons from the […]

CQF/i

Trading Particles for Portfolios: New QuantSpeak Episode with Emanuel Derman

26 June 2024 Editor Comments Off

Emanuel Derman makes a very welcome appearance on the latest episode of the CQF Institute podcast, QuantSpeak. Hosted by Wilmott Editor, Dan Tudball, the episode delves deep into Derman’s fascinating journey from a Polish-Jewish community […]

WILMOTT Magazine: July 2024 issue

19 June 2024 Editor Comments Off

Volume 2024, Issue 132. 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: D. Tudball, “Contents,” Wilmott, vol. 2024, iss. 132, […]

WILMOTT Magazine: May 2024 issue

16 April 2024 Editor Comments Off

Volume 2024, Issue 131. 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: D. Tudball, “Contents,” Wilmott, vol. 2024, iss. 131, […]

WILMOTT Magazine: March 2024 issue

13 February 2024 Editor Comments Off

Volume 2024, Issue 130. 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: D. Tudball, “Contents,” Wilmott, vol. 2024, iss. 130, […]

WILMOTT Magazine: January 2024 issue

8 December 2023 Editor Comments Off

Volume 2024, Issue 129. 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: D. Tudball, “Contents,” Wilmott, vol. 2024, iss. 129, […]

WILMOTT Magazine: November 2023 issue

11 October 2023 Editor Comments Off

Volume 2023, Issue 128. Pages 1-108 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: D. Tudball, “Contents,” Wilmott, vol. 2023, iss. 128, […]

WILMOTT Magazine: September 2023 issue

17 August 2023 Editor Comments Off

Volume 2023, Issue 127. 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: D. Tudball, “Contents,” Wilmott, vol. 2023, iss. 127, […]

Acadia’s Open-Source Risk Engine (ORE) – How its Expanded Functionality Provides a Real Choice for Firms

19 July 2023 Editor Comments Off

By Scott Sobolewski, Partner at Acadia What is ORE? Acadia has successfully supported the non-cleared derivatives market through regulatory compliance of all six phases of the global Uncleared Margin Rules and emerged as a key […]

Harry Markowitz: An Appreciation Part II

11 July 2023 Editor Comments Off

Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part II of this appreciation Dr Guerard discusses Markowitz’ academic career, his years as a consultant and entrepreneur, recognition, awards and his lasting impact on quantitative finance

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