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Issue 10 of Wilmott was published in March 2004 - Download PDFs here.
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In This Issue
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Regulars
News 170KB
Book Reviews 96KB
Book Club 107KB
Lyceum 44KB
Car Reviews 186KB
Columns
Cover Story: Now you see it? 1950KB
Aaron Brown: Modern PortfolioTheory at Fifty 197KB
CQF: “An Intellectual Adventure” 240KB
Rachel Ziemba: Letter from Egypt 142KB
Elie Ayache: Definitive Smile Model : Part II 93KB
Mike Staunton - From Asian Fixed-Strike to Floating-Strike 183KB
Ed Thorp: A Theory of Inefficient Markets – Part I 108KB
Bill Ziemba: Setting the Scenario 151KB
Kent Osband: Uncertainty about Uncertainty 1596KB
Technical Papers
Ralph Villiger and Boris Bogdan,MD: How to Conquer a Lady: An Introduction to Real Options in Pharma and Biotech 156KB
Mourad Berrahoui: Pricing CMS Spread Options and Digital CMS Spread Options with Smile 118KB Free Wilmott Article
Bernd Appasamy, Stefan Hengstmann, Georg Stapper and Egbert Schark: Validation of Ratings Models 121KB Free Wilmott Article
Kirill Ilinski and Oleg Soloviev: Stochastic Volatility Membrane 146KB Free Wilmott Article
Martin Krekel, Johan de Kock, Ralf Korn and Tin-Kwai Man: An Analysis of Pricing Methods for Baskets Options 153KB Free Wilmott Article
Alireza Javaheri: The Inference Challenge 60KB