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  • [ 18th February 2021 ] Wilmott Magazine: January 2021 issue WILMOTT Magazine
  • [ 16th February 2021 ] Lessons from the GameStop Saga Wilmott Inner Circle
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The Chemistry of Contagious Defaults

29th May 2019 Editor Comments Off on The Chemistry of Contagious Defaults

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The Valuation of Callable Bonds with Floored CMS-spread Coupons

15th May 2019 Editor Comments Off on The Valuation of Callable Bonds with Floored CMS-spread Coupons

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Rigorous Optimisation Of Intraday Trading

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A Market Model Of Interest Rates With Dynamic Basis Spreads In The Presence Of Collateral And Multiple Currencies

17th April 2019 Editor Comments Off on A Market Model Of Interest Rates With Dynamic Basis Spreads In The Presence Of Collateral And Multiple Currencies

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Adjusting Volatility To Discrete Cash Dividends

20th March 2019 Editor Comments Off on Adjusting Volatility To Discrete Cash Dividends

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The Long and Short of Static Hedging With Frictions

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Knock-in/out Margrabe

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Stochastic Processes in Finance – Part II

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Data and Code for R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis

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The Irony In The Derivatives Discounting

19th December 2018 Editor Comments Off on The Irony In The Derivatives Discounting

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  • Wilmott Magazine: January 2021 issue
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  • Wilmott Magazine: November 2020 issue
  • Wilmott Magazine September 2020: Haug ‘Space-Time Money’, Gatarek And More
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Wilmott 100: Paul Wilmott Waxes Nostalgic

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3rd April 2019 Comments Off on Wilmott 100: Paul Wilmott Waxes Nostalgic

Wilmott Magazine reached the milestone of 100 issues with the publication of the March 2019 edition. What better time then to delve into the history of the magazine, the changes in quantitative finance over the […]

Wilmott 100: “Why’s it Square?”

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27th March 2019 Comments Off on Wilmott 100: “Why’s it Square?”

Wilmott Magazine reaches 100 issues this month. Having realized the milestone might have some significance Paul Wilmott and Dan Tudball recently sat down with Randeep Gug of the CQF to delve into the history of […]

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Gunter Meissner on the GameStop Saga

2nd February 2021 Comments Off on Gunter Meissner on the GameStop Saga

GameStop. The most gamed stock in recent history, hence the title (really!) of Gunter Meissner’s extremely timely video on what the heck just happened.     In the video Gunter takes viewers through the fundamentals […]

News

Neural Parametric Methods: Models Off the Bias

9th September 2020 Comments Off on Neural Parametric Methods: Models Off the Bias

Thijs van den Berg, a consultant and author on machine learning in quantitative finance will present a talk on neural parametric models, novel modeling methods in finance for the CQF Institute on 22nd September. Thijs […]

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Gatarek: Life, Libor (and Swap Rates Too!)

26th August 2020 Comments Off on Gatarek: Life, Libor (and Swap Rates Too!)

Dariusz Gatarek, co-author of the Libor Market Model with Alan Brace and Marek Musiela, has been busy of late – despite worrying that the vagaries of age might be catching up with him. He is […]

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  • Wilmott Magazine: January 2021 issue
    Volume 2021, Issue 111. Pages 1-96 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2021, iss. 111, p. [...] The post Wilmott Magazine: January 2021 issue appeared first on Wilmott.
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  • Lessons from the GameStop Saga
    Access only for the privileged few. Click to see if you are one of them! The post Lessons from the GameStop Saga appeared first on Wilmott.
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  • Managing Liquidity in Times of Stress
    Published in partnership with Quantifi, a provider of risk, analytics and trading solutions Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first [...] The post Managing Liquidity in Times of Stress appeared first on Wilmott.
    Editor
  • Gunter Meissner on the GameStop Saga
    GameStop. The most gamed stock in recent history, hence the title (really!) of Gunter Meissner’s extremely timely video on what the heck just happened.     In the video Gunter takes viewers through the fundamentals [...] The post Gunter Meissner on the GameStop Saga appeared first on Wilmott.
    Editor
  • Agent-Based Models in Finance: Foundations, Explanatory Power and Applications
          CQF Institute is proud to bring you a free online talk on 3rd February 2021 with Prof Thomas Lux on ‘Agent-Based Models in Finance: Foundations, Explanatory Power and Applications’ Register Here This [...] The post Agent-Based Models in Finance: Foundations, Explanatory Power and Applications appeared first on Wilmott.
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  • Wilmott Magazine: November 2020 issue
    Volume 2020, Issue 110. Pages 1–84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2020, iss. 110, p. [...] The post Wilmott Magazine: November 2020 issue appeared first on Wilmott.
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  • Wilmott Magazine September 2020: Haug ‘Space-Time Money’, Gatarek And More
    You can always count on Espen Haug to deliver something thought provoking and in the September 2020 issue of Wilmott Magazine he does just that. Recent years have seen Espen focusing much of his attention [...] The post Wilmott Magazine September 2020: Haug ‘Space-Time Money’, Gatarek And More appeared first on Wilmott.
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  • Wilmott Magazine: September 2020 issue
    Volume 2020, Issue 109. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2020, iss. 109, p. [...] The post Wilmott Magazine: September 2020 issue appeared first on Wilmott.
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  • Quant Insights Conference 2020
    The Quant Insights Conference is back for the 6th time. Join online to discover the latest industry innovations in volatility, agent-based modeling, risk and more. Claim your complementary ticket today The post Quant Insights Conference 2020 appeared first on Wilmott.
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  • Neural Parametric Methods: Models Off the Bias
    Thijs van den Berg, a consultant and author on machine learning in quantitative finance will present a talk on neural parametric models, novel modeling methods in finance for the CQF Institute on 22nd September. Thijs [...] The post Neural Parametric Methods: Models Off the Bias appeared first on Wilmott.
    Editor

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