Where quants go wrong: a dozen basic lessons in commonsense for quants and risk managers and the traders who rely on them-Reference-Cited by-同舟云学术

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Where quants go wrong: a dozen basic lessons in commonsense for quants and risk managers and the traders who rely on them

Published:2009-02 Issue:1 Volume:1 Page:1-22
ISSN:1759-6351
Container-title:Wilmott Journal
language:en
Short-container-title:Wilmott J.

Author:

Wilmott Paul

Publisher

Wiley

Reference35 articles.

1. Which free lunch would you like today, Sir? Delta hedging, volatility arbitrage and optimal portfolios.;Ahmad;Wilmott magazine,2005

2. The market price of interest rate risk:Measuring and modelling fear and greed in the fixed-income markets.;Ahmad;Wilmott magazine,2007

3. Stochastic volatility and mean-variance analysis.;Ahn;Wilmott magazine,2003

4. Jump Diffusion, Mean and Variance: How to Dynamically Hedge, Statically Hedge and to Price.;Ahn;Wilmott magazine,2007

5. Dynamic Hedging is Dead! Long Live Static Hedging!;Ahn;Wilmott magazine,2008

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Blinded by science: The empirical case for quantum models in finance;SSRN Electronic Journal;2023

2. A quantitative model for structured microfinance;The Quarterly Review of Economics and Finance;2013-02

3. Hedging Volatility Risk of Exotic Structures Using Variance Derivatives;SSRN Electronic Journal;2011

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