Wilmott Inner Circle

Wilmott Inner Circle

The Chemistry of Contagious Defaults

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

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Wilmott Inner Circle

Rigorous Optimisation Of Intraday Trading

1 May 2019 Editor Comments Off on 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

17 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

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

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Knock-in/out Margrabe

20 February 2019 Editor Comments Off on Knock-in/out Margrabe

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