Paul Wilmott (born 8 November 1959) is a researcher, consultant and lecturer in [1 ] quantitative finance. He is best known as the author of various academic and practitioner texts on risk and derivatives, [2 ] and for [2 ] Wilmott magazine and Wilmott.com , a quantitative finance portal.
After an undergraduate degree in
mathematics from St Catherine's College, Oxford, Wilmott stayed on to get a DPhil in fluid mechanics in 1985. He then went on to work on [3 ] mathematical modelling for various industries before going into quantitative finance. He is currently the co-owner and Course Director for the Certificate in Quantitative Finance, a half year distance learning course on mathematical finance at Fitch Learning, a London-based company providing training for the financial services industry. He is a founding partner of [4 ] Caissa Capital, a volatility arbitrage hedge fund. He is on the editorial board of the [5 ] academic journal . International Journal of Theoretical and Applied Finance He founded the [6 ] Diploma in Mathematical Finance at Oxford University; and the journal [7 ] Applied Mathematical Finance. He is a director of Wilmott Electronic Media, which manages Wilmott.com, a website for the [8 ] quantitative analyst community, and is a director of Paul & Dominic Quant Recruitment. [9 ]
He has written research articles on finance and mathematics, and, amongst others, has authored the following books:
Frequently Asked Questions in Quantitative Finance (Wiley 2009)
Paul Wilmott On Quantitative Finance (Wiley 2006)
Paul Wilmott Introduces Quantitative Finance (Wiley 2007)
Frequently Asked Questions in Quantitative Finance (Wiley 2007) With J.N.Dewynne and S.D.Howison,
Mathematics of Financial Derivatives: a Student Introduction. (Cambridge University Press 1995). With Dominic Connor,
Paul & Dominic's Guide to Quant Careers.
Emanuel Derman, Paul Wilmott authored the . Financial Modelers' Manifesto [10 ]
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