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Quantum Gateway
“One thing that’s always puzzled me a bit is why quantum mechanics has been around for over a century, but it hasn’t really worked its way into other areas,” David Orrell, author of Quantum Economics […]
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Storm Front
As climate change progresses over the coming decades, a widening rangeof sectors will experience climate change-related damages. Climate outcomes, however, are subject to a high degree of uncertainty due to not only the socio-economic dynamics […]
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Are Spikes and Shocks Making Value and Risk Less Predictable?
Spikes of considerable magnitude have become more common in equity markets, particularly over the last three years. This phenomenon has provided an opportunity to re-examine traditional approaches to predicting value and risk. Ongoing research by […]
WILMOTT Magazine
Wilmott Magazine: May 2020 issue
Volume 2020, Issue 107. 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. 107, p. […]
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Implied Probability of Bail-In
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 […]
News
“The Minimum of the Smile Fit is Not Even in The Market!”
Uwe Wystup, well known to Wilmott Magazine readers for his FX column, recently spared some time to catch us up on current developments in the FX space from a quantitative perspective. Late February through March […]
Wilmott Inner Circle
Optimal Capital Growth Versus Black Swan Insurance Part I: Mediocristan
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WILMOTT Magazine
Wilmott Magazine: March 2020 issue
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
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
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 […]