… Paul Wilmott’s professional career spans almost every aspect of mathematics and finance,
in both academia and in the real world. He has lectured at all levels, founded a magazine, the …

This paper analyzes the influence of dynamic trading strategies on the prices in financial
markets. After a thorough discussion of the modeling issues involved we derive the modification …

… Paul Wilmott Wilmott Associates, London … The discussions were mostly carried on www.wilmott.com.
This is likely to be the first quantitative finance paper ever created over an internet …

We derive a nonlinear parabolic partial differential equation for the value of portfolios of
options in the presence of proportional transaction costs. This assumes a Leland world of …

… join me and others in this industry on the discussion forum on wilmott.com. PAUL WILMOTT
… And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. …

First published in 1957 ,and reprinted with a new introduction in 1986, Michael Young and
Peter Willmott’s book on family and kinship in Bethnal Green in the 1950s is a classic in urban …

Finance is one of the fastest growing areas in the modern banking and corporate world. This,
together with the sophistication of modern financial products, provides a rapidly growing …

… With the more general costs structure discussed in Hoggard et al. and Whalley and Wilmott
(not simply bid–offer spread) it is possible to arrive at negative option prices. (To see this, …

Ongoing development of recombinant vectors based on adeno-associated virus (rAAV) is
providing an increasingly powerful and widely used toolkit for gene transfer and genome …

… and a highly popular community website (www.wilmott.com). He was formerly a partner in …
, Wilmott Associates, and Course Director for the Certificate in Quantitative Finance. Dr Wilmott …