Wilmott Inner Circle

The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets: Wilmott Magazine Article – Riaz Ahmad & Paul Wilmott

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Wilmott Inner Circle

The Little Heston Trap: Wilmott Magazine Article – Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert

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Wilmott Inner Circle

You Can’t Always Get What You Want – Estimating the Value at Risk from Historical Data with Limited Statistics – Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg

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Wilmott Inner Circle

Approximation of Continuous Monitoring with Discrete Monitoring Applied to Down-And-Out Options: Wilmott Magazine Article – Stefan Ebenfeld & Damaris Hilzinger

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