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

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Wilmott Inner Circle

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

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Wilmott Inner Circle

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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Wilmott Inner Circle

The Little Heston Trap: Wilmott Magazine Article – Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert

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Wilmott Inner Circle

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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