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Issue 11 of Wilmott was published in May 2004 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 41KB
News 200KB
Book Reviews 116KB
Book Club 117KB
Lyceum 32KB
Car Reviews 146KB
The Collector : Cartoon - Black Hole Hedge Fund 412KB
Columns
Cover Story: Extinct! 879KB
Aaron Brown: Hedge Fund Risk Measurement 119KB
Rudi Bogni : Emerging Markets and the Virgin Investor 156KB
Michael Rees: Hit Squad - MC Hammer 154KB
Elie Ayache: A New Philosophy for a New Science 152KB
Henriette Prast: Emotionomics - Puff the Magic Dragon: Culture, Confidence and Consumption 157KB
Ed Thorp: A Theory of Inefficient Markets – Part II 162KB
Bill Ziemba: Hedge Fund Scenario Analysis 135KB
Kent Osband: Short Skyscrapers 226KB
Technical Papers
Knut K.Aase: Negative Volatility and the Survival of the Western Financial Markets 79KB Free Wilmott Article
Daniel J.Duffy : A Critique of the Crank Nicolson Scheme Strengths and Weaknesses for Financial Instrument Pricing 133KB Free Wilmott Article
Enrico De Giorgi, Vlatka Komaric & Jürg Burkhard: Default Risk for Resedential Mortgage Portfolios 245KB
Espen Haug - The Collector : Space-time Finance (Magazine Version) 193KB
Espen Haug - The Collector : Space-time Finance (Full Version) 1248KB Free Wilmott Article
Hari P.Krishnan & Norman E.Mains: A Quantitative Model for Asset Allocations to Hedge Funds 105KB Free Wilmott Article
Alireza Javaheri: Inference and Stochastic Volatility 160KB Free Wilmott Article