Wilmott

Cover image for Vol. 2014 Issue 70

Edited By: Paul Wilmott

Online ISSN: 1541-8286

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Wilmott subscription includes access to all online back issues available through Wiley Online Library. This represents all articles from July 2011 and the technical articles in Wilmott Journal since February 2009.

Recently Published Articles

  1. You have free access to this content
    Super Fast Greeks: An Application to Counterparty Valuation Adjustments (pages 76–81)

    Vytautas Savickas, Norbert Hari, Tim Wood and Drona Kandhai

    Article first published online: 29 JAN 2014 | DOI: 10.1002/wilm.10291

  2. You have free access to this content
    Arbitrage-Free SABR (pages 60–75)

    Patrick S. Hagan, Deep Kumar, Andrew Lesniewski and Diana Woodward

    Article first published online: 29 JAN 2014 | DOI: 10.1002/wilm.10290

  3. You have free access to this content
    Quantifying Model Risk (pages 56–59)

    Sri Krishnamurthy

    Article first published online: 29 JAN 2014 | DOI: 10.1002/wilm.10289

  4. You have free access to this content
    A Primer on Risk Measures (pages 52–55)

    Leonard MacLean and Bill Ziemba

    Article first published online: 29 JAN 2014 | DOI: 10.1002/wilm.10288

  5. You have free access to this content
    Good Migrations (pages 38–51)

    Dan Tudball

    Article first published online: 29 JAN 2014 | DOI: 10.1002/wilm.10287

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