Events

Quant Insights Conference 2020

  The Quant Insights Conference is back for the 6th time. Join online to discover the latest industry innovations in volatility, agent-based modeling, risk and more. Claim your complementary ticket today

Articles

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 […]

Articles

Wilmott 100: “Why’s it Square?”

Wilmott Magazine reaches 100 issues this month. Having realized the milestone might have some significance Paul Wilmott and Dan Tudball recently sat down with Randeep Gug of the CQF to delve into the history of […]

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 […]

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 […]