Articles by Editor

Articles

Order Book Visualization

5 March 2017 Editor Comments Off on Order Book Visualization
Tsachi Galanos of Bookmap describes the firm’s novel solution to Limit Order Book Visualization and analysis Roughly two years ago, we shifted our company’s focus from proprietary trading activity, dealing mainly with HFT algorithms, to […]
Articles

All Change

19 February 2017 Editor Comments Off on All Change
SciComp Inc has been a major provider of derivatives pricing and risk models for two decades. Dean Tallam discusses the firm’s outlook on technology in the quantitative finance space for 2017 We believe financial service […]
Wilmott Inner Circle

Monte Carlo Simulation Of Long-Term Dependent Processes: A Primer – Wilmott Magazine Article – Carlos León & Alejandro Reveiz

3 February 2017 Editor Comments Off on Monte Carlo Simulation Of Long-Term Dependent Processes: A Primer – Wilmott Magazine Article – Carlos León & Alejandro Reveiz
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
Wilmott Inner Circle

Steering A Bank Around A Death Spiral: Multiple Trigger CoCos – Wilmott Magazine Article – Jan De Spiegeleer & Wim Schoutens

19 January 2017 Editor Comments Off on Steering A Bank Around A Death Spiral: Multiple Trigger CoCos – Wilmott Magazine Article – Jan De Spiegeleer & Wim Schoutens
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
Wilmott Inner Circle

Calculating Value-at-Risk Using Option Implied Probability Distribution Of Asset Price: Wilmott Magazine Article – Samit Ahlawat

3 January 2017 Editor Comments Off on Calculating Value-at-Risk Using Option Implied Probability Distribution Of Asset Price: Wilmott Magazine Article – Samit Ahlawat
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]
Julia

Julia Enters Top 50 Programming Languages

25 November 2016 Editor Comments Off on Julia Enters Top 50 Programming Languages
  Julia, a numerical computing language, took its place among the top 50 computer programming languages in September 2016, according to the TIOBE Programming Community Index, an index of the world’s most popular programming languages: […]
News

Mathematica: Going To Eleven

23 November 2016 Editor Comments Off on Mathematica: Going To Eleven
Stephen Wolfram’s recent blog post on the launch of Mathematica and Wolfram Language 11 presents a number of innovations that Quants will find worth exploring In an extensive blog post to mark the launch of […]