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WILMOTT Magazine

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Independent, controversial and exciting, every two months WILMOTT magazine brings you a valuable collection of papers, reports, and articles. Paul Wilmott and his team of expert contributors provide a unique mix of complex content and humour to inform and entertain analysts and academics alike.

Every issue of WILMOTT brings you cutting-edge research, innovative models, in-depth analysis and solutions. It puts to test the latest quantitative finance theories with practical, jargon-free examples you can really use.

Publishing six times a year, WILMOTT serves quantitative finance practitioners in finance, industry and academia across the globe. It publishes new work from the world's leading authors in the field alongside columns from industry greats, and editorial reflecting the lifestyles and interests of a qualitatively demanding readership.

Editor-in-Chief: Paul Wilmott

Editor: Dan Tudball

Regular Contributors: Elie Ayache, Rudi Bogni, Aaron Brown, Espen Gaarder Haug, Kent Osband, Henriette Prast, Milford Radley, Youssef Randijou, Mike Staunton, Ed Thorp, Bill Ziemba.

Information for contributors

Compared to other serials in finance, the focus of WILMOTT is on serving the quantitative finance community, and concentrates on practicalities.

WILMOTT magazine publishes articles from all of the functional areas of quantitative finance. Papers are welcomed from;

  • quantitative analysts in banks and academia,
  • mathematicians,
  • econophysicists,
  • economists.

We particularly welcome technical articles with a practical focus, on the subject of derivatives, risk management, finance, behavioural finance.

Articles in WILMOTT will serve the advancement of the field of quantitative finance and the dissemination of useful pedagogical ideas. While the editors will consider articles of any level of sophistication, they will not be interested in technique for its own sake. In all cases, the idea behind an article must be closely associated with practical application.

Submit a paper for consideration by emailing the Editor, Dan Tudball.