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Wilmott Inner Circle
The Irony in the Variance Swaps
Irony, according to the Oxford English Dictionary, is (a) a figure of speech in which the intended meaning is the opposite of that expressed by the words used (b) a condition of affairs or events […]
Articles
Life Settlements and Viaticals
In this chapter… • life • sex • death 1 Introduction And now for something completely. . .morbid. Life settlements and viaticals are contracts associated with death. The two expressions can be used interchangeably, although […]
Editor's Blog
CCR KVA Relief Through CVA, Homotopy Analysis for SABR and XVA, R for ML: Self Organising Maps for Risk Analysis
In ‘CCR KVA Relief through CVA: a Regression-based Monte Carlo Approach’, published in the January 2019 issue of Wilmott Magazine, Christoph M. Puetter, Stefano Renzitti, Allan Cowan present and examine, by example of a USD […]