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Stochastic Processes in Finance - Part I

This Wilmott article by Jörg Kienitz covers the key concepts of the theory of stochastic processes used in finance.

Jörg Kienitz
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Stochastic Processes in Finance - Part II

This is the second article by Jörg Kienitz on stochastic processes in finance.

Jörg Kienitz
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Stock Market Crashes in 2007 - 2009: Were We Able to Predict Them?

In this article, Sebastien Lleo and William T. Ziemba investigate the stock market crashes in China, Iceland and the US in the 2007 - 2009 period.

Sebastien Lleo and William T. Ziemba
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The End of Growth?

In this article published by the Wilmott magazine, former banker and author, Satyajit Das, asks if this is the end of economic growth and what a world of no, or low rates of, growth will look like.

Satyajit Das
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The Great Investors, Their Methods and How We Evaluate Them: Theory

This article discusses a categorization of the efficient market camps which is related to how various people try to get an edge. 

Bill Ziemba
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The Honest Truth about Dishonesty: Market Manipulation and Why Some Strings are More Powerful than Others

This short piece by Edward Talisse looks at the ways in which financial institutions and individuals have manipulated the market over the years and what it means for the future.

Edward Talisse
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The Irony In The Derivatives Discounting

In this Wilmott article, Marc Henrard discusses the impact on derivative pricing of changing the discounting curve.

Marc Henrard
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The Irony in the Variance Swaps

In this article published by Wilmott magazine, Elie Ayache will propose a rereading of quantitative finance where irony, as opposed to theory, emerges as a leitmotiv, perhaps even a main guide.

Elie Ayache
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The Meerkat Effect: Personality and Market Returns Affect Investors’ Portfolio Monitoring Behavior

In this article the authors apply generalised non-linear mixed effects models to test for this selective information monitoring at an individual level in a new sample of active online investors.

Svetlana Gherzi et al.
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The Price is Right - The S&P 500 Index Deconstructed

Is the widely followed S&P 500 equity index wildly overvalued at its current price of 2,000?

Edward Talisse

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