Wilmott 100: Paul Wilmott Waxes Nostalgic

Wilmott Magazine reached the milestone of 100 issues with the publication of the March 2019 edition. What better time then to delve into the history of the magazine, the changes in quantitative finance over the […]

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 […]


Mathematica: Going To Eleven

Stephen Wolfram’s recent blog post on the launch of Mathematica and Wolfram Language 11 presents a number of innovations that Quants will find worth exploring In an extensive blog post to mark the launch of […]