Credit Suisse

Forum Navigation:


Magazine Subscriber Area
Issue 17 of Wilmott was published in May 2005 - Download PDFs here.
As a Wilmott subscriber, you are entitled to 40% discount off the retail price of books featured in the Wilmott Book Club.

To view the complete list of titles featured in all issues, along with your special Wilmott subscriber price please click
here.


To receive your discount please quote the special reference printed on your Wilmott Book Club membership card in the discount information field within the shopping cart.

In This Issue
To download each of these files to your computer, right-click with your mouse on the appropriate link and choose the 'Save target as' option. If you don't have the Adobe Acrobat PDF Reader installed you can get a copy here.
Regulars
Editor's Letter 31KB
News 161KB
Book Reviews 65KB
Book Club 62KB
Jan Darasz 88KB
Car Reviews 69KB
Columns
Cover Story : The Generation Game 1084KB
d-Fine: Christoph Bennemann & Christoph Schneggenburger: Some Thoughts on the Implementation of Trading Systems 906KB
Dr Z: Scenarios III: Using Economic Fundamentals to Generate Scenarios 109KB
Aaron Brown: A Wall Street Rocket Scientist in King Arthur’s Court 73KB
Elie Ayache: Being and the Market Part II 76KB
Daniel Duffy: Design Patterns in Option Pricing Part III: Modeling the Finite Difference Method in C++ 178KB
Henriette Prast: Math in the Love Lab 69KB
Ed Thorp: Statistical Arbitrage - Part VI 102KB
Rudi Bogni: Does this problem have a solution? 98KB
Kent Osband: Samurai GARCHkillers 121KB
Technical Papers
Gábor J. Székely: Half of a Coin: Negative Probabilities 79KB
Yunkang Liu and Peter Jäckel: Options On Credit
Default Index Swaps*
120KB
Raoul Pietersz, Antoon Pelsser & Marcel van Regenmortel: Bridging Brownian LIBOR 210KB
Dong Qu: Pricing Basket
Options With Skew
313KB
Lucia Albarran Aguilar & Wim Schoutens: Do you know how
much you pay?
136KB
Valeri I. Zakamouline: Optimal Hedging of Options with Transaction Costs 218KB