Wilmott

Cover image for Vol. 2012 Issue 59

May 2012

Volume 2012, Issue 59

Pages 1–72, i–iii

  1. Contents

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. Contents (page 1)

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10101

  2. Regulars

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. Ed's Letter: Desafinado (pages 2–3)

      Dan Tudball

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10102

    2. News (pages 4–7)

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10103

  3. Features

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. A Cyclical Model for the Downturn LGD (pages 8–10)

      MathWorks

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10104

    2. Industrial Evolution (pages 11–13)

      MathWorks

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10105

  4. Columnists

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. Cold War II (pages 14–19)

      Aaron Brown

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10106

    2. In the Matter of Lehman Brothers (pages 20–29)

      Satyajit Das

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10107

  5. Cover Story

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. Life on Venus? (pages 30–37)

      Dan Tudball

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10108

  6. Columnists

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. It's a Gas, Gas, Gas! (pages 38–41)

      Rachel Ziemba

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10109

    2. Do Mention Laguerre (pages 42–43)

      Mike Staunton

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10110

  7. Technical Papers

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. The Heston-Hull-White Model Part III: Design and Implementation (pages 44–49)

      Holger Kammeyer and Joerg Kienitz

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10111

    2. Adjusting Volatility to Discrete Cash Dividends (pages 50–55)

      Stéphane Mysona and Paul Zimmerman

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10112

    3. Steering a Bank Around a Death Spiral: Multiple Trigger CoCos (pages 62–69)

      Jan De Spiegeleer and Wim Schoutens

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10114

  8. Regulars

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. Cars (pages 70–71)

      Milford Radley

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10115

    2. The skewed world of Jan Darasz (page 72)

      Jan Darasz

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10116

  9. Covers

    1. Top of page
    2. Contents
    3. Regulars
    4. Features
    5. Columnists
    6. Cover Story
    7. Columnists
    8. Technical Papers
    9. Regulars
    10. Covers
    1. Front Cover (page i)

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10117

    2. Back Cover (page iv)

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10118

    3. Inside Front Cover (page ii)

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10119

    4. Inside Back Cover (page iii)

      Article first published online: 28 JUN 2012 | DOI: 10.1002/wilm.10120

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