Wilmott Inner Circle
The Valuation of Callable Bonds with Floored CMS-spread Coupons
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Articles by Editor
Articles
Statistiks
The English word is taken from the German statistik, which was invented by Gottfried Aschenwall and used in his 1748 work Vorbereitung zur Staatswissenschaft. Aschenwall’s statistiks had nothing to do with either numbers or probability. […]
Wilmott Inner Circle
Rigorous Optimisation Of Intraday Trading
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Articles
Poker as a Lottery
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 […]
Wilmott Inner Circle
A Market Model Of Interest Rates With Dynamic Basis Spreads In The Presence Of Collateral And Multiple Currencies
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Articles
A Markovian Model of Default Interactions: Comments and Extensions
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Articles
Wilmott 100: Paul Wilmott Waxes Nostalgic
Wilmott Magazine reached the milestone of 100 issues with the publication of the March 2019 edition. What better time then to delve into the history of the magazine, the changes in quantitative finance over the […]
Articles
Wilmott 100: “Why’s it Square?”
Wilmott Magazine reaches 100 issues this month. Having realized the milestone might have some significance Paul Wilmott and Dan Tudball recently sat down with Randeep Gug of the CQF to delve into the history of […]
WILMOTT Magazine
Wilmott Magazine: March 2019 issue – 100th Issue!
Volume 2019, Issue 100. 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. 100, p. […]
Wilmott Inner Circle
Adjusting Volatility To Discrete Cash Dividends
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