WILMOTT Magazine: May 2022 issue

Volume 2022, Issue 119. Pages 1-72

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In this issue:

  • “Contents,” Wilmott, vol. 2022, iss. 119, p. 1–1, 2022.
    [Bibtex] [Abstract]
    Contents
    @Article {WILM:WILM11007, title = {Contents}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11007}, doi = {10.1002/wilm.11007}, pages = {1--1}, year = {2022}, abstract ={Contents},}
  • “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?}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11008}, doi = {10.1002/wilm.11008}, pages = {2--3}, year = {2022}, abstract ={},}
  • “News including picture post,” Wilmott, vol. 2022, iss. 119, p. 4–10, 2022.
    [Bibtex] [Abstract]
    News
    @Article {WILM:WILM11009, title = {News Including Picture Post}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11009}, doi = {10.1002/wilm.11009}, pages = {4--10}, year = {2022}, abstract ={News},}
  • “Haug: art,” Wilmott, vol. 2022, iss. 119, p. 11–11, 2022.
    [Bibtex] [Abstract]
    Pictorial
    @Article {WILM:WILM11010, title = {Haug: Art}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11010}, doi = {10.1002/wilm.11010}, pages = {11--11}, year = {2022}, abstract ={Pictorial},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11011}, doi = {10.1002/wilm.11011}, pages = {12--15}, year = {2022}, abstract ={What effect does the ‘three points for a win’ system have on team strategy and game results?},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11012}, doi = {10.1002/wilm.11012}, pages = {16--18}, year = {2022}, abstract ={This month look at different ways – some failing – to exploit arbitrage opportunities},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11013}, doi = {10.1002/wilm.11013}, pages = {20--21}, year = {2022}, abstract ={50% interest on your savings? We’ll see you in court!},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11014}, doi = {10.1002/wilm.11014}, pages = {22--38}, year = {2022}, abstract ={This article presents XGB-Chiarella, a powerful new approach for deploying agent-based models to generate realistic intra-day artificial financial price data.},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11015}, doi = {10.1002/wilm.11015}, pages = {40--42}, year = {2022}, abstract ={},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11016}, doi = {10.1002/wilm.11016}, pages = {44--50}, year = {2022}, abstract ={We introduce a semi-analytical pricing approach, which takes non-trading hours into account. },}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11017}, doi = {10.1002/wilm.11017}, pages = {52--68}, year = {2022}, abstract ={The aim of this paper is to derive an analytical framework for calculating IM contributions and discuss some applications},}
  • “Audi/hyundai,” Wilmott, vol. 2022, iss. 119, p. 70–71, 2022.
    [Bibtex] [Abstract]
    Audi/Hyundai
    @Article {WILM:WILM11018, title = {Audi/Hyundai}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11018}, doi = {10.1002/wilm.11018}, pages = {70--71}, year = {2022}, abstract ={Audi/Hyundai},}
  • “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}, journal = {Wilmott}, volume = {2022}, number = {119}, publisher = {Wilmott Magazine, Ltd}, issn = {1541-8286}, url = {http://dx.doi.org/10.1002/wilm.11019}, doi = {10.1002/wilm.11019}, pages = {72--72}, year = {2022}, abstract ={Cartoon},}

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