WILMOTT Magazine: Sept 2017 issue

Volume 2017, Issue 91. Pages 1–60

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In this issue:

  • “Contents,” Wilmott, vol. 2017, iss. 91, p. 1–1, 2017.
    [Bibtex]
    @article {WILM:WILM10611,
    title = {Contents},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10611},
    doi = {10.1002/wilm.10611},
    pages = {1--1},
    year = {2017},
    }

  • D. Tudball, “Ed’s letter: monday morning quarterback,” Wilmott, vol. 2017, iss. 91, p. 2–3, 2017.
    [Bibtex]
    @article {WILM:WILM10612,
    author = {Tudball, Dan},
    title = {Ed's Letter: Monday Morning Quarterback},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10612},
    doi = {10.1002/wilm.10612},
    pages = {2--3},
    year = {2017},
    }

  • “News,” Wilmott, vol. 2017, iss. 91, p. 4–11, 2017.
    [Bibtex]
    @article {WILM:WILM10613,
    title = {News},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10613},
    doi = {10.1002/wilm.10613},
    pages = {4--11},
    year = {2017},
    }

  • R. Poulsen, “American π: piece of cake?,” Wilmott, vol. 2017, iss. 91, p. 12–13, 2017.
    [Bibtex]
    @article {WILM:WILM10614,
    author = {Poulsen, Rolf},
    title = {American π: Piece of Cake?},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10614},
    doi = {10.1002/wilm.10614},
    pages = {12--13},
    year = {2017},
    }

  • U. Wystup, “Derivatives technology as a matter of survival,” Wilmott, vol. 2017, iss. 91, p. 14–15, 2017.
    [Bibtex]
    @article {WILM:WILM10615,
    author = {Wystup, Uwe},
    title = {Derivatives Technology as a Matter of Survival},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10615},
    doi = {10.1002/wilm.10615},
    pages = {14--15},
    year = {2017},
    }

  • S. Das, “The end of magical economics,” Wilmott, vol. 2017, iss. 91, p. 16–17, 2017.
    [Bibtex]
    @article {WILM:WILM10616,
    author = {Das, Satyajit},
    title = {The End of Magical Economics},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10616},
    doi = {10.1002/wilm.10616},
    pages = {16--17},
    year = {2017},
    }

  • A. Brown, “Beat the spread,” Wilmott, vol. 2017, iss. 91, p. 18–29, 2017.
    [Bibtex]
    @article {WILM:WILM10617,
    author = {Brown, Aaron},
    title = {Beat the Spread},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10617},
    doi = {10.1002/wilm.10617},
    pages = {18--29},
    year = {2017},
    }

  • B. Ziemba, “The dubai world cup,” Wilmott, vol. 2017, iss. 91, p. 30–33, 2017.
    [Bibtex]
    @article {WILM:WILM10618,
    author = {Ziemba, Bill},
    title = {The Dubai World Cup},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10618},
    doi = {10.1002/wilm.10618},
    pages = {30--33},
    year = {2017},
    }

  • C. León, J. F. Moreno, and J. Cely, “Whose balance sheet is this? neural networks for banks’ pattern recognition,” Wilmott, vol. 2017, iss. 91, p. 34–47, 2017.
    [Bibtex]
    @article {WILM:WILM10619,
    author = {León, Carlos and Moreno, José Fernando and Cely, Jorge},
    title = {Whose Balance Sheet Is This? Neural Networks for Banks' Pattern Recognition},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10619},
    doi = {10.1002/wilm.10619},
    pages = {34--47},
    keywords = {supervised learning, machine learning, artificial neural networks, classification},
    year = {2017},
    }

  • D. J. Duffy, “A pde software framework in c++11 for a class of path-dependent options,” Wilmott, vol. 2017, iss. 91, p. 48–57, 2017.
    [Bibtex]
    @article {WILM:WILM10620,
    author = {Duffy, Daniel J.},
    title = {A PDE Software Framework in C++11 for a Class of Path-Dependent Options},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10620},
    doi = {10.1002/wilm.10620},
    pages = {48--57},
    keywords = {partial differential equations, finite difference method, upwinding, ADE, C++11},
    year = {2017},
    }

  • M. Radley, “Cars,” Wilmott, vol. 2017, iss. 91, p. 58–59, 2017.
    [Bibtex]
    @article {WILM:WILM10621,
    author = {Radley, Milford},
    title = {Cars},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10621},
    doi = {10.1002/wilm.10621},
    pages = {58--59},
    year = {2017},
    }

  • J. Darasz, “The skewed world of jan darasz,” Wilmott, vol. 2017, iss. 91, p. 60–60, 2017.
    [Bibtex]
    @article {WILM:WILM10622,
    author = {Darasz, Jan},
    title = {The skewed world of Jan Darasz},
    journal = {Wilmott},
    volume = {2017},
    number = {91},
    publisher = {John Wiley & Sons, Ltd},
    issn = {1541-8286},
    url = {http://dx.doi.org/10.1002/wilm.10622},
    doi = {10.1002/wilm.10622},
    pages = {60--60},
    year = {2017},
    }

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