Articles

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

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

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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

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 […]