Volume 2017, Issue 89. Pages 1–72
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In this issue:
- “Contents,” Wilmott, vol. 2017, iss. 89, p. 1–1, 2017.
[Bibtex]@article {WILM:WILM10584, title = {Contents}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10584}, doi = {10.1002/wilm.10584}, pages = {1--1}, year = {2017}, }
- D. Tudball, “Ed’s letter: the man in the looking glass,” Wilmott, vol. 2017, iss. 89, p. 2–3, 2017.
[Bibtex]@article {WILM:WILM10585, author = {Tudball, Dan}, title = {Ed's Letter: The Man in the Looking Glass}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10585}, doi = {10.1002/wilm.10585}, pages = {2--3}, year = {2017}, }
- “News,” Wilmott, vol. 2017, iss. 89, p. 4–7, 2017.
[Bibtex]@article {WILM:WILM10586, title = {News}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10586}, doi = {10.1002/wilm.10586}, pages = {4--7}, year = {2017}, }
- “A case study on asset allocation in a markowitz world,” Wilmott, vol. 2017, iss. 89, p. 8–11, 2017.
[Bibtex]@article {WILM:WILM10587, title = {A Case Study on Asset Allocation in a Markowitz World}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10587}, doi = {10.1002/wilm.10587}, pages = {8--11}, year = {2017}, }
- J. Computing, “Automatic for the greeks,” Wilmott, vol. 2017, iss. 89, p. 12–15, 2017.
[Bibtex]@article {WILM:WILM10588, author = {Computing, Julia}, title = {Automatic for the Greeks}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10588}, doi = {10.1002/wilm.10588}, pages = {12--15}, year = {2017}, }
- A. Brown, “The goose steals back the common,” Wilmott, vol. 2017, iss. 89, p. 16–19, 2017.
[Bibtex]@article {WILM:WILM10589, author = {Brown, Aaron}, title = {The Goose Steals Back the Common}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10589}, doi = {10.1002/wilm.10589}, pages = {16--19}, year = {2017}, }
- S. Das, “Negative feelings,” Wilmott, vol. 2017, iss. 89, p. 20–25, 2017.
[Bibtex]@article {WILM:WILM10590, author = {Das, Satyajit}, title = {Negative Feelings}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10590}, doi = {10.1002/wilm.10590}, pages = {20--25}, year = {2017}, }
- B. Ziemba, “The road to super bowl 51,” Wilmott, vol. 2017, iss. 89, p. 26–35, 2017.
[Bibtex]@article {WILM:WILM10591, author = {Ziemba, Bill}, title = {The Road to Super Bowl 51}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10591}, doi = {10.1002/wilm.10591}, pages = {26--35}, year = {2017}, }
- D. Tudball, “Peter carr’s hall of mirrors,” Wilmott, vol. 2017, iss. 89, p. 36–44, 2017.
[Bibtex]@article {WILM:WILM10592, author = {Tudball, Dan}, title = {Peter Carr's Hall of Mirrors}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10592}, doi = {10.1002/wilm.10592}, pages = {36--44}, year = {2017}, }
- E. Giménez, A. Elices, and G. Villani, “A heuristic pricing and hedging framework for multicurrency fixed-income desks,” Wilmott, vol. 2017, iss. 89, p. 45–51, 2017.
[Bibtex]@article {WILM:WILM10593, author = {Giménez, Eduard and Elices, Alberto and Villani, Giovanna}, title = {A Heuristic Pricing and Hedging Framework for Multicurrency Fixed-Income Desks}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10593}, doi = {10.1002/wilm.10593}, pages = {45--51}, keywords = {OIS, multicurrency, collateral, cross-currency swaps}, year = {2017}, }
- B. Mahdavi-Damghani, “Introducing the hfte model: a multi-species predator-prey ecosystem for high-frequency quantitative financial strategies,” Wilmott, vol. 2017, iss. 89, p. 52–69, 2017.
[Bibtex]@article {WILM:WILM10594, author = {Mahdavi-Damghani, Babak}, title = {Introducing the HFTE Model: A Multi-Species Predator-Prey Ecosystem for High-Frequency Quantitative Financial Strategies}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10594}, doi = {10.1002/wilm.10594}, pages = {52--69}, keywords = {HFTE model, high-frequency financial funnel (HFFF), multi-target tracking, stability of financial systems, data analysis and patterns in data, electronic trading, systemic risk, high-frequency trading, game theory, machine learning, predator-prey models}, year = {2017}, }
- M. Radley, “Cars,” Wilmott, vol. 2017, iss. 89, p. 70–71, 2017.
[Bibtex]@article {WILM:WILM10595, author = {Radley, Milford}, title = {Cars}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10595}, doi = {10.1002/wilm.10595}, pages = {70--71}, year = {2017}, }
- J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 89, p. 72–72, 2017.
[Bibtex]@article {WILM:WILM10596, author = {Darasz, Jan}, title = {The skewed world of Jan Darasz}, journal = {Wilmott}, volume = {2017}, number = {89}, publisher = {John Wiley & Sons, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.10596}, doi = {10.1002/wilm.10596}, pages = {72--72}, year = {2017}, }
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