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OptionMetrics IvyDB Europe 3.0 Released

OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, has released OptionMetrics IvyDB Europe 3.0. This update offers new features for institutional investors and academia to assess extreme volatility and […]

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Binary Backwards

Anybody who writes exams or performs job interviews knows the value of questions. If they are based on true stories or statements, even better. To my delight this showed up in my Twitter timeline: (Let […]

Wilmott Inner Circle

Data and Code for R Tutorial on Machine Learning: How to Visualize Option-like Hedge Fund Returns for Risk Analysis

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Wilmott Inner Circle

Option Pricing and the Dirichlet Problem

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Wilmott Inner Circle

What I Knew and When I Knew It – Part 2

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 […]

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Valuation of American Call Options

The purpose of this paper is to provide an analytical solution for American call options assuming proportional dividends. Proportional dividends are more realistic for long-term options than absolute dividends and the formula does not have […]