Wilmott Magazine: March 2017 issue

Volume 2017, Issue 88. Pages 1–60

Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. In this issue:

Bibliography

  • [DOI] “Contents,” Wilmott, vol. 2017, iss. 88, p. 1–1, 2017.
    [Bibtex]
    @article {WILM:WILM10570,
    title = {Contents},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10570},
    doi = {10.1002/wilm.10570},
    pages = {1--1},
    year = {2017},
    }
  • [DOI] D. Tudball, “Ed’s letter: these foolish things,” Wilmott, vol. 2017, iss. 88, p. 2–3, 2017.
    [Bibtex]
    @article {WILM:WILM10571,
    author = {Tudball, Dan},
    title = {Ed's Letter: These Foolish Things},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10571},
    doi = {10.1002/wilm.10571},
    pages = {2--3},
    year = {2017},
    }
  • [DOI] “News,” Wilmott, vol. 2017, iss. 88, p. 4–7, 2017.
    [Bibtex]
    @article {WILM:WILM10572,
    title = {News},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10572},
    doi = {10.1002/wilm.10572},
    pages = {4--7},
    year = {2017},
    }
  • [DOI] “Product risk classification,” Wilmott, vol. 2017, iss. 88, p. 8–9, 2017.
    [Bibtex]
    @article {WILM:WILM10573,
    title = {Product Risk Classification},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10573},
    doi = {10.1002/wilm.10573},
    pages = {8--9},
    year = {2017},
    abstract = {Marc Aeberhard, Michael Aichinger, and Andreas Binder discuss UnRisk's pragmatic approach to mapping market, credit, and liquidity risk to a single rating score.},
    }
  • [DOI] R. Bogni, “Do not believe the markets. everything is not well,” Wilmott, vol. 2017, iss. 88, p. 10–11, 2017.
    [Bibtex]
    @article {WILM:WILM10574,
    author = {Bogni, Rudi},
    title = {Do Not Believe the Markets. Everything Is Not Well},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10574},
    doi = {10.1002/wilm.10574},
    pages = {10--11},
    year = {2017},
    abstract = {Today, my affirmation of the moral and factual primacy of democracy seems to be counter to reality.},
    }
  • [DOI] S. Das, “European debt dominoes – italian or french?,” Wilmott, vol. 2017, iss. 88, p. 12–15, 2017.
    [Bibtex]
    @article {WILM:WILM10575,
    author = {Das, Satyajit},
    title = {European Debt Dominoes – Italian or French?},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10575},
    doi = {10.1002/wilm.10575},
    pages = {12--15},
    year = {2017},
    abstract = {Italy and France share problems of slow growth, unemployment, poor public finances, and structural problems. They have found it difficult to reform, and face an increasingly difficult political environment.},
    }
  • [DOI] A. Brown, “Limit bets,” Wilmott, vol. 2017, iss. 88, p. 16–21, 2017.
    [Bibtex]
    @article {WILM:WILM10576,
    author = {Brown, Aaron},
    title = {Limit Bets},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10576},
    doi = {10.1002/wilm.10576},
    pages = {16--21},
    year = {2017},
    abstract = {What is the optimal strategy for the Haghani-Dewey coin-flip experiment?},
    }
  • [DOI] B. Ziemba, “The effect of fed meetings,” Wilmott, vol. 2017, iss. 88, p. 22–23, 2017.
    [Bibtex]
    @article {WILM:WILM10577,
    author = {Ziemba, Bill},
    title = {The Effect of Fed Meetings},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10577},
    doi = {10.1002/wilm.10577},
    pages = {22--23},
    year = {2017},
    abstract = {There is a strong positive effect on the days of the FOMC meetings.},
    }
  • [DOI] E. Ayache, “Time and black-scholes-merton,” Wilmott, vol. 2017, iss. 88, p. 24–33, 2017.
    [Bibtex]
    @article {WILM:WILM10578,
    author = {Ayache, Elie},
    title = {Time and Black-Scholes-Merton},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10578},
    doi = {10.1002/wilm.10578},
    pages = {24--33},
    year = {2017},
    abstract = {No statistics can represent the abyss of the event. Only the market can, provided the story is told right.},
    }
  • [DOI] R. Poulsen, “The fed isn’t federal – and other odd things in finance,” Wilmott, vol. 2017, iss. 88, p. 34–45, 2017.
    [Bibtex]
    @article {WILM:WILM10579,
    author = {Poulsen, Rolf},
    title = {The Fed Isn't Federal - And other Odd Things in Finance},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10579},
    doi = {10.1002/wilm.10579},
    pages = {34--45},
    year = {2017},
    abstract = {Rolf Poulsen gives notice to misunderstandings in quantitive finance that range from amusing to genuine obstacles.},
    }
  • [DOI] T. Helbing, “Economic value in the credit business: part iii,” Wilmott, vol. 2017, iss. 88, p. 46–53, 2017.
    [Bibtex]
    @article {WILM:WILM10580,
    author = {Helbing, Tomasz},
    title = {Economic Value in the Credit Business: Part III},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10580},
    doi = {10.1002/wilm.10580},
    pages = {46--53},
    year = {2017},
    abstract = {In the third part of this article, Tomasz Helbing presents the portfolio credit risk model that complements the concept of economic vaus for loans by consideration of the ecnomic cycle.},
    }
  • [DOI] P. Jäckel, “Implied normal volatility,” Wilmott, vol. 2017, iss. 88, p. 54–57, 2017.
    [Bibtex]
    @article {WILM:WILM10581,
    author = {Jäckel, Peter},
    title = {Implied Normal Volatility},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10581},
    doi = {10.1002/wilm.10581},
    pages = {54--57},
    keywords = {normal volatility, Bachelier volatility},
    year = {2017},
    abstract = {We give an analytical formula for the calculation of implied normal volatility (also known as Bachelier volatility) from vanilla option prices.},
    }
  • [DOI] M. Radley, “Cars,” Wilmott, vol. 2017, iss. 88, p. 58–59, 2017.
    [Bibtex]
    @article {WILM:WILM10582,
    author = {Radley, Milford},
    title = {Cars},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10582},
    doi = {10.1002/wilm.10582},
    pages = {58--59},
    year = {2017},
    abstract = {The latest AMG incarnation of the mighty E63 from Mercedes-Benz's revered tuning division delivers the most powerful E-Class ever. To make all that performance as accessible as possible, there is a hidden Aladdin's Cave of digital automotive technology.},
    }
  • [DOI] J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 88, p. 60–60, 2017.
    [Bibtex]
    @article {WILM:WILM10583,
    author = {Darasz, Jan},
    title = {The skewed world of Jan Darasz},
    journal = {Wilmott},
    volume = {2017},
    number = {88},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10583},
    doi = {10.1002/wilm.10583},
    pages = {60--60},
    year = {2017},
    }

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