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Do Not Forget the Economy when Estimating Default Probabilities: Wilmott Magazine Article – Bernd Engelmann & Daniel Porath

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 […]


Benoit Mandelbrot 1924-2010 – Wilmott Team

Benoit Mandelbrot, the mathematician, the father of fractal mathematics, and advocate of more sophisticated modelling in quantitative finance, died on 14th October 2010 aged 85. Wilmott magazine has often featured Mandelbrot, his ideas, and the […]