WILMOTT Magazine: May 2022 issue

12 April 2022 Editor 05, 2022, WILMOTT Magazine Comments Off on WILMOTT Magazine: May 2022 issue

Volume 2022, Issue 119. Pages 1-72

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In this issue:

  • D. Tudball, “Contents,” Wilmott, vol. 2022, iss. 119, p. 1–1, 2022.
    [Bibtex] [Abstract]
    Contents
    @article{WILM:WILM11007,
title = {Contents},
author = {Tudball, Daniel},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {1--1},
doi = {10.54946/wilm.11007},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11007},
abstract = {Contents}
}
  • D. Tudball, “Turtle soup, or merely the mock?,” Wilmott, vol. 2022, iss. 119, p. 2–3, 2022.
    [Bibtex] 
    @article{WILM:WILM11008,
title = {Turtle Soup, or Merely the Mock?},
author = {Tudball, Daniel},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {2--3},
doi = {10.54946/wilm.11008},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11008},
abstract = {}
}
  • D. Tudball, “News including picture post,” Wilmott, vol. 2022, iss. 119, p. 4–10, 2022.
    [Bibtex] [Abstract]
    News
    @article{WILM:WILM11009,
title = {News Including Picture Post},
author = {Tudball, Daniel},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {4--10},
doi = {10.54946/wilm.11009},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11009},
abstract = {News}
}
  • E. Haug, “Haug: art,” Wilmott, vol. 2022, iss. 119, p. 11–11, 2022.
    [Bibtex] [Abstract]
    Pictorial
    @article{WILM:WILM11010,
title = {Haug: Art},
author = {Haug, Espen},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {11--11},
doi = {10.54946/wilm.11010},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11010},
abstract = {Pictorial}
}
  • A. Brown, “Kissing your sister,” Wilmott, vol. 2022, iss. 119, p. 12–15, 2022.
    [Bibtex] [Abstract]
    What effect does the ‘three points for a win’ system have on team strategy and game results?
    @article{WILM:WILM11011,
title = {Kissing your sister},
author = {Brown, Aaron},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {12--15},
doi = {10.54946/wilm.11011},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11011},
abstract = {What effect does the ‘three points for a win’ system have on team strategy and game results?}
}
  • R. Poulsen, “How to miss a free lunch,” Wilmott, vol. 2022, iss. 119, p. 16–18, 2022.
    [Bibtex] [Abstract]
    This month look at different ways – some failing – to exploit arbitrage opportunities
    @article{WILM:WILM11012,
title = {How to Miss a Free Lunch},
author = {Poulsen, Rolf},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {16--18},
doi = {10.54946/wilm.11012},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11012},
abstract = {This month look at different ways – some failing – to exploit arbitrage opportunities}
}
  • U. Wystup, “Uncle herbert’s savings plan with bonus and the legal aftermath,” Wilmott, vol. 2022, iss. 119, p. 20–21, 2022.
    [Bibtex] [Abstract]
    50% interest on your savings? We’ll see you in court!
    @article{WILM:WILM11013,
title = {Uncle Herbert’s Savings Plan with Bonus and the Legal Aftermath},
author = {Wystup, Uwe},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {20--21},
doi = {10.54946/wilm.11013},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11013},
abstract = {50% interest on your savings? We’ll see you in court!}
}
  • P. L. W. W. S. G. C. Gao Kang. Vytelingum, “Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model,” Wilmott, vol. 2022, iss. 119, p. 22–38, 2022.
    [Bibtex] [Abstract]
    This article presents XGB-Chiarella, a powerful new approach for deploying agent-based models to generate realistic intra-day artificial financial price data.
    @article{WILM:WILM11014,
title = {Understanding intra-day price formation process by agent-based financial market simulation: Calibrating the Extended Chiarella Model},
author = {Gao, Kang. Vytelingum, Perukrishnen. Luk,Wayne. Weston, Stephen. Guo,Ce},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {22--38},
doi = {10.54946/wilm.11014},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11014},
abstract = {This article presents XGB-Chiarella, a powerful new approach for deploying agent-based models to generate realistic intra-day artificial financial price data.}
}
  • B. Ziemba, “Using vix reversals to predict futures s&p500 moves in political investing,” Wilmott, vol. 2022, iss. 119, p. 40–42, 2022.
    [Bibtex] 
    @article{WILM:WILM11015,
title = {Using VIX reversals to predict futures S&P500 moves in political investing},
author = {Ziemba, Bill},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {40--42},
doi = {10.54946/wilm.11015},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11015},
abstract = {}
}
  • P. S. D. Rainer Baule. Rosenthal, “Barrier option pricing with trading and non-trading hours,” Wilmott, vol. 2022, iss. 119, p. 44–50, 2022.
    [Bibtex] [Abstract]
    We introduce a semi-analytical pricing approach, which takes non-trading hours into account.
    @article{WILM:WILM11016,
title = {Barrier Option Pricing with Trading and Non-Trading Hours},
author = {Rainer,Baule. Rosenthal, Philip. Shkel, David},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {44--50},
doi = {10.54946/wilm.11016},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11016},
abstract = {We introduce a semi-analytical pricing approach, which takes non-trading hours into account.}
}
  • G. Riposo Julien. Medina, “Simm risk allocation,” Wilmott, vol. 2022, iss. 119, p. 52–68, 2022.
    [Bibtex] [Abstract]
    The aim of this paper is to derive an analytical framework for calculating IM contributions and discuss some applications
    @article{WILM:WILM11017,
title = {SIMM RISK ALLOCATION},
author = {Riposo, Julien. Medina, Gabriel},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {52--68},
doi = {10.54946/wilm.11017},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11017},
abstract = {The aim of this paper is to derive an analytical framework for calculating IM contributions and discuss some applications}
}
  • M. Radley, “Audi/hyundai,” Wilmott, vol. 2022, iss. 119, p. 70–71, 2022.
    [Bibtex] [Abstract]
    Audi/Hyundai
    @article{WILM:WILM11018,
title = {Audi/Hyundai},
author = {Radley, Milford},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {70--71},
doi = {10.54946/wilm.11018},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11018},
abstract = {Audi/Hyundai}
}
  • J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2022, iss. 119, p. 72–72, 2022.
    [Bibtex] [Abstract]
    Cartoon
    @article{WILM:WILM11019,
title = {The Skewed World of Jan Darasz},
author = {Darasz, Jan},
year = 2022,
journal = {Wilmott},
publisher = {Wilmott Magazine, Ltd},
volume = 2022,
number = 119,
pages = {72--72},
doi = {10.54946/wilm.11019},
issn = {1541-8286},
url = {http://dx.doi.org/10.54946/wilm.11019},
abstract = {Cartoon}
}

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