Wilmott Research Report 8

["The Wilmott Team" <list@wilmott.com>]

 

14th November 2001

Dear Reader,

 

Research Report

The eighth edition of the fortnightly Wilmott Research Report can be downloaded from the Editor's Letter page at http://www.wilmott.com/page.cfm?name=letter

 

Quiz

A few weeks ago we asked you how to price options in a binomial and a trinomial setting. The first part was pure textbook, the second part required a little original thinking. What was the solution (if any)? And how well did you do? All is revealed on the site and in the Research Report.

 

Unicom Conferences

Discount for next week's Risk Management Conferences, http://www.unicom.co.uk/finance/, but only if booked through wilmott.com. If interested, please email conferences@wilmott.com.

 

Hot Threads

The following are some of the hottest threads on the web's most active finance forum.

Paradox with perpetual barrier option

differential equation for the free boundary

a Masters in Derivatives?

Moving window Asian with early exercise

Incomplete markets and utility functions

GARCH and Vol Swaps

Philosophy, Physics and Finance

Credit Risk and the KMV method

Convertible bonds program

Paths to enlightenment: Ranking financial mathematics textbooks

Convertible bonds, smiles, and more...

Executive Stock Options

 

Best wishes,

 

The Team

 

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