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Wednesday August 12 2015. Certificate in Quantitative Finance, a six-month training program available both in the classroom and over the internet. Wilmott magazine and discussion Forum. CrashMetrics is the only real-time VaR methodology to focus on the events that wipe out major institutions. Contact Wilmott Associates for information about our consultancy service. Download some really useful free software. Go. Technical papers downloadable in compressed Adobe portable document format (pdf). Go. Publishe...

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Welcome to Wilmott Associates | Home | paul.wilmott.com Reviews

https://paul.wilmott.com

Wednesday August 12 2015. Certificate in Quantitative Finance, a six-month training program available both in the classroom and over the internet. Wilmott magazine and discussion Forum. CrashMetrics is the only real-time VaR methodology to focus on the events that wipe out major institutions. Contact Wilmott Associates for information about our consultancy service. Download some really useful free software. Go. Technical papers downloadable in compressed Adobe portable document format (pdf). Go. Publishe...

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Welcome to Wilmott Associates | Publications

http://paul.wilmott.com/publications.cfm

Wednesday August 31 2016. Magazine contains cutting-edge research, innovative models, new products, book and software reviews, in-depth analysis, and solutions. Six information-packed issues every year. It's the easiest way for you to keep up to date with quantitative analysis, the institutions, and the people who make it happen. No other publication has such an excellent reputation for putting theory into practice and for its journalistic integrity. Sign up to Wilmott magazine. Daniel Duffy: Monte Carlo...

2

Welcome to Wilmott Associates | CrashMetrics

http://paul.wilmott.com/crashmetrics.cfm

Wednesday August 31 2016. CrashMetrics is the only real-time VaR methodology to focus on the events that wipe out major institutions. We provide on-site training in implementing this methodology and full data sets across major markets. Email CrashM@paulwilmott.com. Practitioners enjoying the sun in South Africa while learning about CrashMetrics. Key points in the CrashMetrics methodology are the following. We assume that the crash is unhedgeable. Parameters such as volatility and correlation play no part.

3

Welcome to Wilmott Associates | Consultancy

http://paul.wilmott.com/consultancy.cfm

Wednesday August 31 2016. Wilmott Associates specialize in the implementation of the latest advances in the field of quantitative finance. Assessment of research and development departments. Risk of default in Brady bonds. Pricing and hedging exotic derivatives. Pricing basket options via Quasi-Monte Carlo simulations. Estimation of Value at Risk. Volatility surfaces and the pricing of barrier options. Numerical methods for pricing derivatives. Inflation modeling and bond pricing. Adam, Harding and Lueck.

4

Welcome to Wilmott Associates | Quant Bookshop

http://paul.wilmott.com/bookshop.cfm

Wednesday August 31 2016. Wilmott Associates recommend the following books on quantitative finance and related subjects. Cox, J and Rubinstein, M. The original option pricing book. A technical study of Real Options and investment decisions. Elton, EJ and Gruber, MJ. Modern Portfolio Theory and Investment Analysis. The Complete Guide to Option Pricing Formulas. Options, Futures and Other Derivative Securities. Until recently the market leader ;-). Ingersoll, JE Jr. Theory of Financial Decision Making.

5

Welcome to Wilmott Associates | Free Software

http://paul.wilmott.com/software.cfm

Wednesday August 31 2016. Basket Option Pricer v1.0.exe. Calculates the fair value of an option that pays off the value of the asset with a specified ranking out of a basket of up to five assets. Uses a basic Monte Carlo (MC) simulation or a Quasi Monte Carlo (QMC) low-discrepancy sequence. Brady Bond Pricer v1.0.exe. Black-Scholes Option Pricer v1.0.exe. Calculates option values and the important greeks for calls, puts, binary calls and binary puts. Black-Scholes Option Pricer (American) v1.0.exe. Value...

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Welcome to Wilmott Associates | Home

Wednesday August 12 2015. Certificate in Quantitative Finance, a six-month training program available both in the classroom and over the internet. Wilmott magazine and discussion Forum. CrashMetrics is the only real-time VaR methodology to focus on the events that wipe out major institutions. Contact Wilmott Associates for information about our consultancy service. Download some really useful free software. Go. Technical papers downloadable in compressed Adobe portable document format (pdf). Go. Publishe...

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