Wilmott Inner Circle

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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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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The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets: Wilmott Magazine Article – Riaz Ahmad & Paul Wilmott

18 February 2013 Editor Comments Off on The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets: Wilmott Magazine Article – Riaz Ahmad & Paul Wilmott
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The Little Heston Trap: Wilmott Magazine Article – Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert

18 December 2012 Editor Comments Off on The Little Heston Trap: Wilmott Magazine Article – Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert
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You Can’t Always Get What You Want – Estimating the Value at Risk from Historical Data with Limited Statistics – Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg

28 September 2012 Editor Comments Off on You Can’t Always Get What You Want – Estimating the Value at Risk from Historical Data with Limited Statistics – Björn Naundorf, Jörg Raufeisen, Christoph Bennemann & Frederik Herzberg
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