Wilmott Journal

© Wilmott Magazine Ltd.

Cover image for Vol. 3 Issue 1

Edited By: Paul Wilmott

Online ISSN: 1759-636X

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Recently Published Articles

  1. Portfolio Optimization Under a Stressed-Beta Model (pages 39–54)

    Jean-Pierre Fouque and Adam P. Tashman

    Article first published online: 9 FEB 2011 | DOI: 10.1002/wilj.48

  2. Sensible Sensitivities for the SABR Model (pages 25–38)

    Messaoud Chibane, Hong Miao and Chenghai Xu

    Article first published online: 9 FEB 2011 | DOI: 10.1002/wilj.46

  3. Learning Options and Binomial Trees (pages 1–23)

    Graeme Guthrie

    Article first published online: 9 FEB 2011 | DOI: 10.1002/wilj.42

  4. The Irony in Derivatives Discounting Part II: The Crisis (pages 301–316)

    Marc Henrard

    Article first published online: 27 DEC 2010 | DOI: 10.1002/wilj.39

  5. Very Long-stepping in the Spot Measure of the LIBOR Market Model (pages 289–299)

    Christopher Beveridge

    Article first published online: 27 DEC 2010 | DOI: 10.1002/wilj.45

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