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Harry Markowitz: An Appreciation Part I

11 July 2023 Editor Comments Off on Harry Markowitz: An Appreciation Part I
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 I, Dr Guerard discusses Markowitz’ early career through to 1972

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Harry Markowitz 1927 – 2023

25 June 2023 Editor Comments Off on Harry Markowitz 1927 – 2023
“My portfolio theory says you, the investor have to pick out a universe of stocks; it may not be stocks, it may be asset classes, and you can have very detailed asset classes, or you […]
CQF/i

What Could You Earn As A Quant?

18 May 2023 Editor Comments Off on What Could You Earn As A Quant?
  The past few years have seen turbulent times for the global financial markets. Challenges include the COVID-19 pandemic, the war in the Ukraine, pressure on energy supplies in Europe, and rising inflation which has […]
CQF/i

Celebrating 20 Years of the CQF Program

5 April 2023 Editor Comments Off on Celebrating 20 Years of the CQF Program
In 2003, Dr. Paul Wilmott set out to bridge the gap between academia and industry by creating a professional qualification that focused on teaching practical quant finance techniques, rather than just theoretical concepts. This led […]
CQF/i

CQF and the CQF Institute

22 March 2023 Editor Comments Off on CQF and the CQF Institute
Certificate in Quantitative Finance (CQF) Founded by Dr Paul Wilmott and delivered by Fitch Learning, the Certificate in Quantitative Finance (CQF) is the world’s largest professional qualification in quantitative finance with more than 8000 alumni […]
Articles

A Taste of QuantLib

14 March 2023 Editor Comments Off on A Taste of QuantLib
Hello, and thanks for looking at this new feature of Wilmott Magazine. Why don’t I skip the usual introductions — we can circle back to that later — and show you some code instead? Let’s […]