Articles by Editor

Wilmott Inner Circle

The Heston–Hull–White Model Part III: Design And Implementation – Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz

15 November 2016 Editor Comments Off on The Heston–Hull–White Model Part III: Design And Implementation – Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz
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 […]
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Misys Supports Banks with FRTB Compliance

15 November 2016 Editor Comments Off on Misys Supports Banks with FRTB Compliance
Misys is supporting the banking community as it prepares for Basel’s Fundamental Review of the Trading Book (FRTB). The regulation, which overhauls the market risk capital charge calculation, has significant ramifications which must be addressed […]
Wilmott Inner Circle

The Heston-Hull-White Model Part II: Numerics And Examples Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz

17 October 2016 Editor Comments Off on The Heston-Hull-White Model Part II: Numerics And Examples Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz
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Wilmott Inner Circle

Pricing Climate Derivatives With Nonlinear Models: Wilmott Magazine Article – Daniel Bloch, James Annan & Justin Bowles

22 September 2016 Editor Comments Off on Pricing Climate Derivatives With Nonlinear Models: Wilmott Magazine Article – Daniel Bloch, James Annan & Justin Bowles
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Wilmott Inner Circle

The Financial Heat Machine: Coupling With The Present Financial Crises: Wilmott Magazine Article – Andrei Khrennikov

30 August 2016 Editor Comments Off on The Financial Heat Machine: Coupling With The Present Financial Crises: Wilmott Magazine Article – Andrei Khrennikov
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Wilmott Inner Circle

The Heston-Hull-White Model Part I: Finance And Analytics: Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz

8 August 2016 Editor Comments Off on The Heston-Hull-White Model Part I: Finance And Analytics: Wilmott Magazine Article – Holger Kammeyer and Jorge Kienitz
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