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Issue 13 of Wilmott was published in Sep 2004 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 24KB
News 168KB
Book Reviews 108KB
Book Club 102KB
Lyceum 28KB
Car Reviews 156KB
Columns
Cover Story : Structure Me This 948KB
Aaron Brown: Time Enough For Counting 143KB
Elie Ayache: The Back Of Beyond 230KB
Mike Staunton: Sharpen Up 125KB
Ed Thorp: Statistical Arbitrage - Part II 112KB
Bill & Rachel Ziemba: Threat, Challenges and Opportunities of China Part II 144KB
Kent Osband: Support & Resistance for Support/Resistance 133KB
Daniel Duffy : Design Patterns and C++ for Option Pricing Part 1 133KB
Henriette Prast: Ask Marilyn and Win a Car 111KB
David McDowell: Blackjack Ace Prediction 88KB
Strategy Runner: Automatic for the people 160KB
UnRisk 2: Coal faced
mathematicians
138KB
SciComp Inc : Quality and performance for a bundle of bits 303KB
Technical Papers
Andreas Binder & Andrea Schatz: Finite Elements and Streamline Diffusion for the Pricing of Structured Financial Instruments 1386KB
Ruben D. Cohen: An Analytical Process for Generating the
WACC Curve and Locating the Optimal Capital
Structure
162KB
Dimitry Zhabin: Instant Curve Improvement - Hermite Splines to the Rescue 86KB
Vladimir V. Piterbarg: TARNs: Models, Valuation, Risk Sensitivities 140KB
Christian Wallner & Uwe Wystup: Efficient Computation of Option Price
Sensitivities for Options of American Style
260KB