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- Wilmott [remove]978
- Volume 2013:Issue 63(2013:Jan.)16
- Volume 2013:Issue 64(2013:Mar.)18
- Volume 2013:Issue 65(2013:May)16
- Volume 2013:Issue 66(2013:Jul.)19
- Volume 2013:Issue 67(2013:Sep.)19
- Volume 2013:Issue 68(2013:Nov.)18
- Volume 2014:Issue 69(2014:Jan.)19
- Volume 2014:Issue 70(2014:Mar.)21
- Volume 2014:Issue 71(2014:May)20
- Volume 2014:Issue 72(2014:Jul.)18
- Tudball, Dan 82
- Brown, Aaron 64
- Radley, Milford 63
- Ziemba, Bill 51
- Darasz, Jan 48
- Das, Satyajit 46
- Poulsen, Rolf 33
- Wystup, Uwe 31
- Bogni, Rudi 22
- Staunton, Mike 17
- 332 978
- Finance -- Periodicals 978
- Financial services industry -- Periodicals 978
- CVA -- Greeks -- Monte Carlo -- Quasi‐Monte Carlo -- Sobol' sequences 2
- Heston model -- SABR -- stochastic volatility -- derivatives -- smiles -- effective media 2
- formulaic alpha -- turnover -- cents‐per‐share -- volatility -- quantitative trading -- correlation 2
- market risk -- FRTB‐IMA -- Chebyshev tensors -- risk management 2
- path‐dependent exposure -- exact exposure profile -- swaption exercise probability -- barrier survival probability 2
- pricing -- XVA -- KVA -- FVA debate -- risk premium -- jump‐diffusion 2
- volatility -- smile -- SABR -- Heston -- option -- swaption -- European options 2