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Welcome to WilmottWiki
Introduction
Welcome to the WilmottWiki Quantitative Finance repository of both received wisdom and cutting-edge research! (Or at least that is what we are aiming for!) This wiki is an ongoing project in which we hope the quant community will contribute so as to establish a convenient and free source of definitions, concepts, model specifications, and original research. This wiki differs from the classical wiki concept in that we do encourage people to submit material that is not yet necessarily fully established, so our criteria for verifiability is flexible.
We would like published researchers to start their own page, and to upload their published papers. Remember, however, not to wax too lyrically about your achievements. Please adhere to the neutral point of view principle in all that you write, including your biography.
Anyone can read the wiki. You will have to register your email address first if you want to add or edit. The WilmottWiki service is entirely free. This is made possible by our sponsors. Please show your support by visiting the quant discussion forum wilmott.com, Wilmott Magazine, and the Certificate in Quantitative Finance.
Navigation and getting started
You may find the following pages useful when first starting to use this site:
- Special:Allpages - a list of all contributed pages, think of this as an index
- Special:Categories - a list of all categories, think of this as a table of contents
- Special:Wantedpages - listing of as yet non-existent pages, the "red links"
- Special:Upload - the place for logged in users to upload images and PDFs
- Special:Specialpages - a list of important internal pages
- Special:Popularpages - a ranking of the pages according to frequency of viewing
- Special:Recentchanges - the pages that have recently been edited or created
The Quantitative Finance Code Library Project
The Quantitative Finance Code Library Project is a collaboration between members of the Wilmott community on the open source Wilmott Quantitative Finance Code Library. See here for discussion.
Biographies
We would like to build up a catalogue of published researchers, including descriptions of their careers, their research interests, PDFs of their work, etc. See, for example:
- Albanese, Claudio
- Alexander, Carol
- Black, Fischer
- Boyle, Phelim
- Carr, Peter
- Cohen, Ruben
- Derman, Emanuel
- Dupire, Bruno
- Gatheral, Jim
- Haug, Espen
- Hull, John
- Ingersoll, Jonathan
- Jaeckel, Peter
- Lewis, Alan
- Mandelbrot, Benoit
- Markowitz, Harry
- Mercurio, Fabio
- Merton, Robert C
- Neftci, Salih
- Piterbarg, Vladimir
- Ross, Stephen
- Scholes, Myron
- Schonbucher, Philipp
- Schoutens, Wim
- Taleb, Nassim Nicholas
- Tavakoli, Janet
- Tavella, Domingo
- Thorp, Edward
- Wilmott, Paul
