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Issue 22 of Wilmott was published in March 2006 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 131KB
News 1115KB
Car Reviews 280 KB
Columns
Cover Story: Tales Of The Unexpected 737KB
Rudi Bogni: Education, Education, Education 411KB
Aaron Brown: Let’s Put the "Fun" Back into Funded Debt 307KB
Bill Ziemba: The Great Investors: A Way to Evaluate Them 467KB
Mike Staunton: Stochastic volatility without complex numbers 303KB
Kent Osband: How to Measure Really Small Things 116KB

Henriette Prast: Fashionomics 223KB

FINCAD: CDOs and the Search for Simplicity 158KB
Technical Papers
Bernd Engelmann & Daniel Porath: Do not Forget the Economy when Estimating Default Probabilities 117KB
Peter Ouwehand & Graeme West: Pricing Rainbow Options 1040KB
Ruben D Cohen: A VaR-based Model for the Yield Curve 353KB