Derivatives

Articles

Teraflops for Games and Derivatives Pricing

27 February 2019 Editor Comments Off on Teraflops for Games and Derivatives Pricing
Financial computing continuously demands higher computing performance, which can no longer be accomplished by simply increasing clock speed. Cluster and grid infrastructures grow, their cost of ownership explodes. Over the past twenty years, financial computing […]
Articles

All Change

19 February 2017 Editor Comments Off on All Change
SciComp Inc has been a major provider of derivatives pricing and risk models for two decades. Dean Tallam discusses the firm’s outlook on technology in the quantitative finance space for 2017 We believe financial service […]
Wilmott Inner Circle

Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula: Wilmott Magazine Article – Espen Gaarder Haug and Nassim Nicholas Taleb

28 April 2014 Editor Comments Off on Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula: Wilmott Magazine Article – Espen Gaarder Haug and Nassim Nicholas Taleb
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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

7 August 2013 Editor Comments Off on Jump Diffusion, Mean and Variance: How to Dynamically Hedge, Statically Hedge and to Price: Wilmott Magazine Article – Hyungsok Ahn and Paul Wilmott
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]