WILMOTT Magazine

Wilmott Magazine: September 2018 issue

17th October 2018 admin 0

Volume 2018, Issue 97. 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. 2018, iss. 97, […]

Articles

Building Your Wings on the Way Down

15th October 2018 admin 0

Ray Bradbury famously defined “living at risk” as jumping off a cliff and building your wings on the way down. Too many financial risk managers who came late to the field think of risk as […]

Articles

Internal LGD Estimation in Practice

1st October 2018 admin 0

Driven by a competitive market and motivated by the new Basel Capital Accord (Basel II), banks have put a lot of effort into development and improvement of their methods to assess the  creditworthiness of their […]

Articles

Finformatics: How to Measure Really Small Things

20th August 2018 admin 0

Traders in financial assets implicitly compare the trading price to the stream of dividends the assets stand to generate. Clearly, a key determinant of value—usually the key determinant— will be the long-term drift or rate […]

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