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Issue 30 of Wilmott was published in July 2007 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 43KB
News 80KB
Car Reviews 129KB
Columns
Cover Story: Pleading the Fifth 868KB

Aaron Brown: The Whiskey Breath of Wall Street 201KB

Satyajit Das: Perfect Storms Part I 129KB

Bill Ziemba: Average and Superior Hedge Funds 220KB

ITO33: Asian Convertible Bonds: An Option on Options 192KB

Elie Ayache: Nail in the Coffin: Author of the Black Swan II 1965KB

Eurex: Between Resting and Persisting 151KB

Mike Staunton: Convolution for Levy 157KB

High-Power Computing: Light Labor 808KB

Pure Banking: Subprime 158KB

The Collector: The Illusion of Risk-Free and the Deeper Meaning of Risk-Neutral Valuation 160KB

Technical Papers
Kin Pong Lee & Domingo Tavella: Pricing with Finite Differences in the
Heath-Jarrow-Morton Framework
1480KB
Jan Vecer: Preventing Portfolio Losses by Hedging Maximum Drawdown 241KB
Domingo Tavella: A Decade of Computational Finance 512KB
Luca Capriotti: Least Squares Importance Sampling for Libor Market Models 614KB
Peter Tankov: Lévy Processes in Finance and Risk Management 191KB