Wilmott Magazine

Nov 2011 Issue of the Magazine...

Regulars: Editor's Letter Book Reviews Cars News The skewed world of Jan Darasz Columns & Features: Cover Story: Beyond Belief FINCAD: The F3 Payoff Aaron Brown: Statistiks NVIDIA: Feeling Partial Satyajit Das: Europe's Long Goodbye ITO33: Acturarial Value vs. Financial Price Rudi Bogni: The Wrong Type of Language Bill Ziemba: What's Wrong With the US? Mike Staunton: Crossing the Mellin Road Technical Papers Ilya M.Sobol',DanilAsotsky, Alexander Kreinin, and Sergei Kucherenko: Construction and Comparison of High-Dimensional Sobol' Generators Daniel Bloch, James Annan, and Justin Bowles: Applying Climate Derivatives to Flood Risk Management Daniel J. Duffy: The Boost C++ Libraries: Part II

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Call for Papers

We would like to invite members of wilmott.com to submit papers on all aspects of quantitative finance, risk management, trading, fund management, etc. Submissions for the magazine should be sent to Melanie Assinder-Smith at melanie@wilmott.com.

Aims and Scope:

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.

Submitted articles are peer reviewed and will need to show supporting evidence, exploration of original ideas, approaches and thinking as well as responsibility towards measurement and management of risk.