Swap Rates Archives

A Conversation With Dariusz Gatarek

9th September 2020 Editor Comments Off

Access only for the privileged few. Click to see if you are one of them!

Gatarek: Life, Libor (and Swap Rates Too!)

26th August 2020 Editor Comments Off

Dariusz Gatarek, co-author of the Libor Market Model with Alan Brace and Marek Musiela, has been busy of late – despite worrying that the vagaries of age might be catching up with him. He is […]

environmental wackos vs the plastic bag
by tagoma at 21:59 2021-02-27
Kim Kardashian Filing for Divorce
by tagoma at 21:47 2021-02-27
FIVE hundred years from now: can you predict the Software Landscape in anno 2525?
by bearish at 20:40 2021-02-27
Fractals - Patterns and Chaos
by ExSan at 14:50 2021-02-27
"ludicrous speed" update rate tick databases
by kc11415 at 02:23 2021-02-27
Modern Science Unable to Explain Mysterious Coincidences
by katastrofa at 17:08 2021-02-26
Swish function call payoff approximation
by JohnLeM at 16:40 2021-02-26
Someone has just bought Amsterdam for $50.000
by Cuchulainn at 16:02 2021-02-26
How to safeguard my research
by Cuchulainn at 09:33 2021-02-26
qatar, land of blubber
by Cuchulainn at 09:15 2021-02-26

Wilmott 100: Paul Wilmott Waxes Nostalgic

Articles

3rd April 2019 Comments Off

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 […]

Wilmott 100: “Why’s it Square?”

Articles

27th March 2019 Comments Off

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 […]

Mike Mozart from Funny YouTube, USA, CC BY 2.0 , via Wikimedia Commons

Wilmott Magazine: January 2021 issue
Volume 2021, Issue 111. Pages 1-96 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2021, iss. 111, p. [...] The post Wilmott Magazine: January 2021 issue appeared first on Wilmott.
Editor
Lessons from the GameStop Saga
Access only for the privileged few. Click to see if you are one of them! The post Lessons from the GameStop Saga appeared first on Wilmott.
Editor
Managing Liquidity in Times of Stress
Published in partnership with Quantifi, a provider of risk, analytics and trading solutions Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first [...] The post Managing Liquidity in Times of Stress appeared first on Wilmott.
Editor
Gunter Meissner on the GameStop Saga
GameStop. The most gamed stock in recent history, hence the title (really!) of Gunter Meissner’s extremely timely video on what the heck just happened. In the video Gunter takes viewers through the fundamentals [...] The post Gunter Meissner on the GameStop Saga appeared first on Wilmott.
Editor
Agent-Based Models in Finance: Foundations, Explanatory Power and Applications
CQF Institute is proud to bring you a free online talk on 3rd February 2021 with Prof Thomas Lux on ‘Agent-Based Models in Finance: Foundations, Explanatory Power and Applications’ Register Here This [...] The post Agent-Based Models in Finance: Foundations, Explanatory Power and Applications appeared first on Wilmott.
Editor
Wilmott Magazine: November 2020 issue
Volume 2020, Issue 110. Pages 1–84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2020, iss. 110, p. [...] The post Wilmott Magazine: November 2020 issue appeared first on Wilmott.
Editor
Wilmott Magazine September 2020: Haug ‘Space-Time Money’, Gatarek And More
You can always count on Espen Haug to deliver something thought provoking and in the September 2020 issue of Wilmott Magazine he does just that. Recent years have seen Espen focusing much of his attention [...] The post Wilmott Magazine September 2020: Haug ‘Space-Time Money’, Gatarek And More appeared first on Wilmott.
Editor
Wilmott Magazine: September 2020 issue
Volume 2020, Issue 109. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2020, iss. 109, p. [...] The post Wilmott Magazine: September 2020 issue appeared first on Wilmott.
Editor
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 The post Quant Insights Conference 2020 appeared first on Wilmott.
Editor
Neural Parametric Methods: Models Off the Bias
Thijs van den Berg, a consultant and author on machine learning in quantitative finance will present a talk on neural parametric models, novel modeling methods in finance for the CQF Institute on 22nd September. Thijs [...] The post Neural Parametric Methods: Models Off the Bias appeared first on Wilmott.
Editor