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WILMOTT magazine.

Visit the dedicated Wiley page for WILMOTT magazine here.

WILMOTT magazine contains in-depth analysis, new products, book and software reviews, and solutions. Six information-packed issues every year. It's the easiest way for you to keep up to date with quantitative analysis, the institutions, and the people who make it happen.

WILMOTT magazine has an unrivalled stable of regular contributors. Ed Thorp, Espen Haug, Alan Lewis, Aaron Brown, Bill Ziemba, Henriette Prast and others are not only the most experienced finance gurus, but they also have in common that they each have a column in WILMOTT magazine.

No other publication has such an excellent reputation for putting theory into practice and for its journalistic integrity.

WILMOTT magazine publishes research articles for and by the international quantitative finance community. The emphasis of the magazine is on practicality of the research, new approaches and new methods. Topics covered include derivatives pricing, hedging and risk management, trading strategies, asset allocation, fundamental analysis, forecasting, econometrics.

Subscribers to the magazine become members of the WILMOTT Book Club and get 40% off many quantitative finance and popular science books published by John Wiley & Sons.

Visit the dedicated Wiley page for WILMOTT magazine here.

Not only are our magazine articles prescient, and our journal articles cutting edge, our magazine covers are also famous

   

A selection of recent articles

Editor's Letter

News

The skewed world of Jan Darasz

Columns & Features

Cover Story: In The Margins

Mathworks:Approaches to Implementing Monte Carlo Methods in MATLAB

Aaron Brown: Do. Models. Behave. Badly?

Eurex: MiFID Review: How Does It Affect You?

Satyajit Das: Financial Fetishes

ITO33: Dividing Dividends

Billl Ziemba: Place and Show

Ed Thorp: Optimal Capital Growth Versus Black Swan Insurance Part I: Mediocristan

Technical Papers

David Ardia, Juan David Ospina Arango and Norman Diego Giraldo Gómez: Jump- Diffusion Calibration Using Differential Evolution

Fouad Sahel and Arnaud Gocsei: Matching Sensitivities to Discrete Dividends: A New Approach for Pricing Vanillas

Olivier Ledoit and Michael Wolf: Robust Performance Hypothesis Testing With the Variance

Daniel J. Duffy: The Boost C++ Libraries Overview and Applicability to Computational Finance: Part I