Articles by Editor

Wilmott Inner Circle

Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article – Kin Pong Lee & Domingo Tavella

13 December 2013 Editor Comments Off on Pricing with Finite Differences in the Heath-Jarrow-Morton Framework: Wilmott Magazine Article – Kin Pong Lee & Domingo Tavella

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Wilmott Inner Circle

Fast Estimation of American Bond Option Prices: Wilmott Magazine Article – Snorre Lindset, Arne-Christian Lund

23 October 2013 Editor Comments Off on Fast Estimation of American Bond Option Prices: Wilmott Magazine Article – Snorre Lindset, Arne-Christian Lund

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Wilmott Inner Circle

Stochastic Volatility Inference with Monte Carlo Filters: Wilmott Magazine Article – Nikolay Y. Nikolaev & Evgueni Smirnov

10 October 2013 Editor Comments Off on Stochastic Volatility Inference with Monte Carlo Filters: Wilmott Magazine Article – Nikolay Y. Nikolaev & Evgueni Smirnov

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Wilmott Inner Circle

The Importance of being Global. Application of Global Sensitivity Analysis in Monte Carlo Option Pricing: Wilmott Magazine Article – Sergei Kucherenko, Nilay Shah

24 September 2013 Editor Comments Off on The Importance of being Global. Application of Global Sensitivity Analysis in Monte Carlo Option Pricing: Wilmott Magazine Article – Sergei Kucherenko, Nilay Shah

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Wilmott Inner Circle

Jump Diffusion, Mean and Variance: How to Dynamically Hedge, Statically Hedge and to Price: Wilmott Magazine Article – Hyungsok Ahn and Paul Wilmott

7 August 2013 Editor Comments Off on Jump Diffusion, Mean and Variance: How to Dynamically Hedge, Statically Hedge and to Price: Wilmott Magazine Article – Hyungsok Ahn and Paul Wilmott

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A Structural Model for Credit-Equity Derivatives and Bespoke CDOs: Wilmott Magazine Article – Claudio Albanese & Alicia Vidler

24 June 2013 Editor Comments Off on A Structural Model for Credit-Equity Derivatives and Bespoke CDOs: Wilmott Magazine Article – Claudio Albanese & Alicia Vidler

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