Pure Recruitment

Forum Navigation:


Magazine Subscriber Area
Issue 27 of Wilmott was published in Jan 2007 - 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 132KB
Car Reviews 63KB
Columns
Cover Story: The End Of The World Is Nigh 1140KB
Mike Staunton: Lookup Tables and Nomograms 208KB

Espen Gaarder Haug: The Collector: The Quasi-Alchemy of Finance 2085KB

Aaron Brown: Tiptoe Through the Tulips 89KB

Satyajit Das: Credit Where Credit Is Due 126KB

Xenomorph: Cluster Wars - Scaling-Up Derivatives 86KB

Bill and Rachel Ziemba: The Methods and Results of Managing Top US University Endowments 4429KB

Elie Ayache: Nail in the Coffin: The next question concerning technology 98KB

Pure Banking: Quants head to "exotic" New York! 181KB

Dan Tudball: Star Power 158KB

NAG: All For Numbers, Not For Profit 910KB

Technical Papers
Dario Cziráky, PhD: Forecasting the Yield Curve with S-Plus 256KB
Martin Krekel & Jan Partenheimer: The Implied Loss Surface of CDOs 3340KB
Domingo Tavella & Martin Krekel: Pricing nth-to-Default Credit Derivatives in the PDE Framework 309KB
Kent Osband: Rootless Vol 321KB
Daniel J. Duffy, & Joerg Kienitz,: Software Frameworks in QuantitativeFinance, Part I Fundamental Principles and Applications to Monte Carlo Methods 103KB
Atsushi Kawai & Peter Jäckel: An Asymptotic FX Option Formula in the Cross Currency Libor Market Model 298KB