Volume 2020; Issue 106

Wilmott

Volume 2020; Issue 106
1

Computation Graphs for AAD and Machine Learning Part II: Application to Derivatives Risk Sensitivities

Savine, Antoine
Journal:
Wilmott
Year:
2020
Language:
english
File:
PDF, 2.19 MB
english, 2020
2

All Quiet on the Quant Front?

Poulsen, Rolf
Journal:
Wilmott
Year:
2020
Language:
english
File:
PDF, 581 KB
english, 2020
3

Calendar Arbitrage in the FX Volatility Surface

Wystup, Uwe
Journal:
Wilmott
Year:
2020
Language:
english
File:
PDF, 556 KB
english, 2020
5

Change of Measure in Midcurve Pricing

Feldman, Konstantin
Journal:
Wilmott
Year:
2020
File:
PDF, 236 KB
2020
6

Quantum‐tative Finance

Orrell, David
Journal:
Wilmott
Year:
2020
File:
PDF, 2.83 MB
2020
7

Real Interest

Brown, Aaron
Journal:
Wilmott
Year:
2020
File:
PDF, 2.23 MB
2020
8

Just Catch That Wave…

Tudball, Dan
Journal:
Wilmott
Year:
2020
File:
PDF, 571 KB
2020
9

The skewed world of Jan Darasz

Darasz, Jan
Journal:
Wilmott
Year:
2020
File:
PDF, 668 KB
2020
10

News

Journal:
Wilmott
Year:
2020
File:
PDF, 2.59 MB
2020
11

The Triple Crown and Major US Three‐Year‐Old Races in 2019

Ziemba, Bill
Journal:
Wilmott
Year:
2020
File:
PDF, 9.75 MB
2020
12

Cars

Radley, Milford
Journal:
Wilmott
Year:
2020
File:
PDF, 630 KB
2020
13

Contents

Journal:
Wilmott
Year:
2020
File:
PDF, 507 KB
2020