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07WILMOTT Magazine: July 2026 issue
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NewsCrypto Trading Was the Dress Rehearsal For 24-Hour Trading
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05WILMOTT Magazine: May 2026 issue
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NewsDo No Harm in the Age of the Black Box: A Hippocratic Oath for AI Practitioners
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NewsJensen’s Redux
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NewsJohn Hull: Tributes from the Quant Community
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03WILMOTT Magazine: March 2026 issue
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NewsEnd-of-year Competition – Update
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01WILMOTT Magazine: January 2026 issue
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NewsEnd-of-year Competition
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NewsCboe Global Markets Plans to Launch Bitcoin and Ether Continuous Futures
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NewsHedge Funds Embrace Crypto as US Regulatory Environment Improves
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NewsUK Regulator Backs Tokenisation Push to Transform £14 Trillion Asset Management Sector
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11WILMOTT Magazine: November 2025 issue
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ArticlesWhy So Much Science Doesn’t Hold Up and What Quantitative Minds Can Do About It – Weston, S, Perez-Ortiz, M and Barucca, P
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NewsUS Financial Giants Provide £1.25 Billion of Inward Investments into UK, Creating 1,800 Jobs
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Paul's BlogChatGPT Tells Me Who To Vote For At The Next Election
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NewsMIT Blows the House of AI Cards – 95% of GenAI Projects Deliver Zero Returns
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09WILMOTT Magazine: September 2025 issue
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NewsGoldman Sachs Deploys AI Software Engineer in Groundbreaking Pilot Program
Magazine
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07WILMOTT Magazine: July 2026 issue
24 June 2026 Comments Off on WILMOTT Magazine: July 2026 issueVolume 2026, Issue 144. Pages 1-72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. If you are a current subscriber, login to see all [...] -
05WILMOTT Magazine: May 2026 issue
11 May 2026 Comments Off on WILMOTT Magazine: May 2026 issueVolume 2026, Issue 143. Pages 1-84. Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. If you are a current subscriber, login to see all [...] -
03WILMOTT Magazine: March 2026 issue
10 February 2026 Comments Off on WILMOTT Magazine: March 2026 issueVolume 2026, Issue 142. Pages 1-84 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. If you are a current subscriber, login to see all articles [...]
Free Articles
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ArticlesApproximation of Continuous Monitoring with Discrete Monitoring Applied to Down-And-Out Options: Wilmott Magazine Article – Stefan Ebenfeld & Damaris Hilzinger
26 April 2012 Comments Off on Approximation of Continuous Monitoring with Discrete Monitoring Applied to Down-And-Out Options: Wilmott Magazine Article – Stefan Ebenfeld & Damaris HilzingerWe consider down-and-out options in the Black—Scholes framework. A down-and-out option is a financial contract that guarantees a payment at maturity provided that at the monitoring instances the price of the underlying stock is above [...] -
ArticlesA Twitter exchange leads to a useful discussion on option modeling for Rolf Poulsen. So, social media isn’t all bad…
Binary Backwards29 October 2019 Comments Off on Binary BackwardsAnybody who writes exams or performs job interviews knows the value of questions. If they are based on true stories or statements, even better. To my delight this showed up in my Twitter timeline: (Let [...] -
ArticlesIn a long and distinguished career, Ed Thorp has encountered many market inefficiencies. Here he shares some of his experiences
What I Knew And When I Knew It: Part I28 February 2018 Comments Off on What I Knew And When I Knew It: Part ILet’s begin by going back in time to the early days of quantitative finance. Paul Cootner’s book, The Random Character of Stock Market Prices, MIT. Press, 1964, presented much of the work that had been [...] -
ArticlesPriority QI Tickets – Special Offer for Wilmott Inner Circle Members
12 July 2018 Comments Off on Priority QI Tickets – Special Offer for Wilmott Inner Circle MembersQuant Insights Conference – London, 16th November 2018 Discounted Live & Online Priority Tickets – Special Offer for Wilmott Inner Circle Members The CQF Institute and Wilmott present the 4th annual Quant Insights conference, which [...] -
ArticlesIn 2008 Christoph Bennemann, Mark W. Beinker, Daniel Egloff, and Michael Gauckler investigated how the power of Graphics Processing Units could be harnessed for financial computing
Teraflops for Games and Derivatives Pricing27 February 2019 Comments Off on Teraflops for Games and Derivatives PricingFinancial computing continuously demands higher computing performance, which can no longer be accomplished by simply increasing clock speed. Cluster and grid infrastructures grow, their cost of ownership explodes. Over the past twenty years, financial computing [...] -
ArticlesDiscover the Open-Source Risk Engine (ORE) - a standardized pricing and risk framework for calculating risk sensitivities, backed by an industry-leading centralized market data service, covering a wide range of vanilla to exotic financial derivative products traded OTC and supporting underlying reference data. Sobolewski delves into the use cases for ORE and the continued expansion of its functionality.
Acadia’s Open-Source Risk Engine (ORE) – How its Expanded Functionality Provides a Real Choice for Firms19 July 2023 Comments Off on Acadia’s Open-Source Risk Engine (ORE) – How its Expanded Functionality Provides a Real Choice for FirmsBy Scott Sobolewski, Partner at Acadia What is ORE? Acadia has successfully supported the non-cleared derivatives market through regulatory compliance of all six phases of the global Uncleared Margin Rules and emerged as a key [...]


