Swap Rates Archives

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A Conversation With Dariusz Gatarek

9 September 2020 Editor Comments Off

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 […]

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

26 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 […]

Chatroom
by katastrofa at 12:15 2021-10-19
Breakthrough in the theory of stochastic differential equations and their simulation
by Amin at 08:50 2021-10-17
Bad things that come out of this pandemic
by Paul at 20:10 2021-10-16
Your rants here
by katastrofa at 15:19 2021-10-16
Pricing and trading kpi linked bonds
by frankie03 at 00:54 2021-10-16
Stromae
by tagoma at 23:12 2021-10-15
Are You Ready for Some Football?
by tagoma at 20:41 2021-10-15
End of bitcoin?
by bearish at 03:25 2021-10-14
Smokey as the Havana syndrome
by Paul at 21:26 2021-10-13
Linkedin me up Scotty!
by Paul at 19:36 2021-10-13

Wilmott 100: Paul Wilmott Waxes Nostalgic

Articles

3 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

27 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 […]