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Issue 26 of Wilmott was published in Nov 2006 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 321KB
News 259KB
Car Reviews 277KB
Columns
Cover Story: My Kind Of Town 1975KB
Mike Staunton: Edge via Edgeworth 208KB

Aaron Brown: Three Puzzles, Three Chapters, Three Gripes 192KB

Satyajit Das: Constant Proportion Debt Obligations 298KB

Xenomorph: Brian Sentance: Excel Services and Beyond -
A deployment dream for quants?
1038KB

Bill and Rachel Ziemba: Amaranthus Extermino 434KB

Elie Ayache: Nail in the Coffin: Dial 33 for your local cleaner 1502KB

Pure Banking: Hybrid Vigor! 827KB

Sayula: Tales of the Unconnected 910KB

Technical Papers
Riaz Ahmad & Paul Wilmott: The Market Price of Interest-rate Risk:
Measuring and Modelling Fear and Greed in the Fixed-income Markets
955KB
Hansjörg Albrecher, Philipp Mayer, Wim Schoutens & Jurgen Tistaert: The Little Heston Trap 340KB
Bodo Huckestein & Bernd Appasamy: Economic Capital Allocation for Private Equity Holdings 82KB
Michael Wolf: Resampling vs. Shrinkage for Benchmarked Managers 100KB
Dennis Yang: Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts 102KB