Volume 2016, Issue 84. Pages 1–84
Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. In this issue:
Bibliography
- “Contents,” Wilmott, vol. 2016, iss. 84, p. 1–1, 2016.
[Bibtex]@article {WILM:WILM10515, title = {Contents}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10515}, doi = {10.1002/wilm.10515}, pages = {1--1}, year = {2016}, }
- D. Tudball, “Ed’s letter: even though it’s breaking,” Wilmott, vol. 2016, iss. 84, p. 2–3, 2016.
[Bibtex]@article {WILM:WILM10516, author = {Tudball, Dan}, title = {Ed's Letter: Even Though It's Breaking}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10516}, doi = {10.1002/wilm.10516}, pages = {2--3}, year = {2016}, }
- “News,” Wilmott, vol. 2016, iss. 84, p. 4–9, 2016.
[Bibtex]@article {WILM:WILM10517, title = {News}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10517}, doi = {10.1002/wilm.10517}, pages = {4--9}, year = {2016}, }
- R. Bogni, “Of scale and scandal,” Wilmott, vol. 2016, iss. 84, p. 10–11, 2016.
[Bibtex]@article {WILM:WILM10518, author = {Bogni, Rudi}, title = {Of Scale and Scandal}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10518}, doi = {10.1002/wilm.10518}, pages = {10--11}, year = {2016}, }
- A. Brown, “Omnia mala quae in hoc mundo,” Wilmott, vol. 2016, iss. 84, p. 12–15, 2016.
[Bibtex]@article {WILM:WILM10519, author = {Brown, Aaron}, title = {Omnia Mala Quae in Hoc Mundo}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10519}, doi = {10.1002/wilm.10519}, pages = {12--15}, year = {2016}, }
- B. Ziemba, “Honor code,” Wilmott, vol. 2016, iss. 84, p. 16–27, 2016.
[Bibtex]@article {WILM:WILM10520, author = {Ziemba, Bill}, title = {Honor Code}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10520}, doi = {10.1002/wilm.10520}, pages = {16--27}, year = {2016}, }
- D. Tudball, ““the robbed that smiles steals something from the thief”,” Wilmott, vol. 2016, iss. 84, p. 28–37, 2016.
[Bibtex]@article {WILM:WILM10521, author = {Tudball, Dan}, title = {“The Robbed that Smiles Steals Something from the Thief”}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10521}, doi = {10.1002/wilm.10521}, pages = {28--37}, year = {2016}, }
- M. Staunton, “Charm school for americans,” Wilmott, vol. 2016, iss. 84, p. 38–39, 2016.
[Bibtex]@article {WILM:WILM10522, author = {Staunton, Mike}, title = {Charm School for Americans}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10522}, doi = {10.1002/wilm.10522}, pages = {38--39}, year = {2016}, }
- P. S. Hagan, D. Kumar, A. S. Lesniewski, and D. E. Woodward, “Universal smiles,” Wilmott, vol. 2016, iss. 84, p. 40–55, 2016.
[Bibtex]@article {WILM:WILM10523, author = {Hagan, Patrick S. and Kumar, Deep and Lesniewski, Andrew S. and Woodward, Diana E.}, title = {Universal Smiles}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10523}, doi = {10.1002/wilm.10523}, pages = {40--55}, keywords = {volatility, smile, SABR, Heston, option, swaption, European options}, year = {2016}, }
- R. Zhou, “Modeling the path-dependency of the credit exposure in vanilla products,” Wilmott, vol. 2016, iss. 84, p. 56–71, 2016.
[Bibtex]@article {WILM:WILM10524, author = {Zhou, Richard}, title = {Modeling the Path-Dependency of the Credit Exposure in Vanilla Products}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10524}, doi = {10.1002/wilm.10524}, pages = {56--71}, keywords = {path-dependent exposure, exact exposure profile, swaption exercise probability, barrier survival probability}, year = {2016}, }
- Z. Kakashadze, “101 formulaic alphas,” Wilmott, vol. 2016, iss. 84, p. 72–81, 2016.
[Bibtex]@article {WILM:WILM10525, author = {Kakashadze, Zura}, title = {101 Formulaic Alphas}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10525}, doi = {10.1002/wilm.10525}, pages = {72--81}, keywords = {formulaic alpha, turnover, cents-per-share, volatility, quantitative trading, correlation}, year = {2016}, }
- M. Radley, “Cars,” Wilmott, vol. 2016, iss. 84, p. 82–83, 2016.
[Bibtex]@article {WILM:WILM10526, author = {Radley, Milford}, title = {Cars}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10526}, doi = {10.1002/wilm.10526}, pages = {82--83}, year = {2016}, }
- J. Jarasz, “The skewed world of jan jarasz,” Wilmott, vol. 2016, iss. 84, p. 84–84, 2016.
[Bibtex]@article {WILM:WILM10527, author = {Jarasz, Jan}, title = {The skewed world of Jan Jarasz}, journal = {Wilmott}, volume = {2016}, number = {84}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10527}, doi = {10.1002/wilm.10527}, pages = {84--84}, year = {2016}, }
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