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Log in to see a collection of videos and audio from Wilmott.com. How I Successfully Forecast The Results Of The UK General Election 2015. Finance Focus Session with MathWorks, developers of MATLAB: Parallel Computing and GPUs. Jos Martin and Ben Tordoff. The Art of Differentiating Computer Programs: An Introduction to Algorhythmic Differentation. NAG Wilmott Quant Event - New York - 7th December 2011. Nicholas J Higham and Paul G Hipes. Finance Focus Event with NAG and Wilmott - London 2011. Organised by...
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Log in for easy access to files posted by members. To add your own files go to the most relevant part of the Forum and post a message describing the functionality of the file. Files must be in .zip format and less than 2Mb in size. WILMOTT Forums cannot be held responsible for any problems arising from the use of any files in this section of the site. WHO'S ON: 07:24 PM. Looking for a simpler proof - Moment explosions. Hitting Time of Variance Gamma Process. How can I plot a graph in beamer step by step.
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WHO'S ON: 07:24 PM. Today is Wed Aug 31, 16 07:24 PM. Central Counterparties (CCPs) are intended to reduce counterparty risk, do you agree with this view? However a view exists that requiring more collateral for better incentives could ultimately reduce market liquidity. Do you agree with this view? Http:/ www.wilmott.com/polls.cfm? WHO'S ON: 07:24 PM.
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Forum News: Central Counterparties (CCPs) are intended to reduce counterparty risk, do you agree with this view? There are currently 0. There are currently 9. Guests browsing the forum, which makes a total of 9. Users using this forum. Users are registered to the Wilmott.
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Visit the dedicated Wiley page for WILMOTT magazine here. Magazine contains in-depth analysis, new products, book and software reviews, 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. Subscribers to the magazine become members of the WILMOTT. Rudi ...
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Methods for Constructing a Yield Curve: Wilmott Magazine Article. Patrick S. Hagan and Graeme West. In this paper we survey a wide selection of the interpolation algorithms that are in use in financial markets for construction of curves such as forward curves, basis curves, and most importantly, yield curves. In the case of yield curves we also review the issue of bootstrapping and discuss how the interpolation algorithm should be in- timately connected to the bootstrap itself. The speakers have been wor...
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