Cover Story: The Blank Swan Aaron Brown: The Economist's New Clothes Mathworks: Getting Inside Your Track Record FTSE: Index Refuge Murex: Logical Space Misys: Yimin Liu and Noel McWilliam: All Mixed Up: Has Your Credit Loss Model Defaulted? Mike Staunton: Black-Litterman, Not British Leyland Kent Osband: The Riskperts: Avinash Persaud Bill Ziemba: The European, Icelandic, and US Investment Situations and Investment in Own-Company Stock Manoj Thulasidas: Philosophy of Money Satyajit Das: The Botox Economy David Ingram, Paul Tayler & Michael Thompson:Surprise, Surprise Vasily Nekrasov: Wedding Options
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 journal should be sent to Rachael Wilkie at rachael@wilmott.com.
Aims and Scope:
Wilmott Journal publishes research articles for and by the international quantitative finance community. The emphasis of the journal 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.
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