Paul Wilmott
Paul Wilmott (born 8 November 1959)[1] is a researcher, consultant and lecturer in quantitative finance.[2] He is best known as the author of various academic and practitioner texts on risk and derivatives,[2] and for Wilmott magazine and Wilmott.com [1], 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.[3] He then went on to work on mathematical modelling for various industries before going into quantitative finance. He is currently the co-owner and Course Director for the CQF (Certificate in Quantitative Finance), a half year distance learning course on mathematical finance at 7City Learning, a London-based company providing training for the financial services industry.[4] He is a founding partner of Caissa Capital, a volatility arbitrage hedge fund.[5] He is on the editorial board of the academic journal International Journal of Theoretical and Applied Finance.[6] He founded the Diploma in Mathematical Finance at Oxford University;[7] and the journal Applied Mathematical Finance.[8] He is a director of Wilmott Electronic Media, which manages Wilmott.com, a website for the 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.
Together with Emanuel Derman, Paul Wilmott authored the Financial Modelers' Manifesto.[10]
See also [edit]
References [edit]
- ^ Guardian profile and interview
- ^ a b Financial gurus
- ^ Interview: Condé Nast Portfolio
- ^ Certificate in Quantitative Finance
- ^ Caissa Capital Ltd
- ^ Journals
- ^ Diploma in Mathematical Finance at Oxford University
- ^ Applied Mathematical Finance
- ^ http://www.pauldominic.com
- ^ Full text of Financial Modelers' Manifesto
External links [edit]
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Wikimedia Commons has media related to: Paul Wilmott |
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- opinion piece: New York Times
- Interview: Condé Nast Portfolio
- In Business Week
- Bonus Babies in New York Times
- Revenge of the Nerd
- Paul Wilmott says nothing has changed with the banks, CNBC
- The maths of the credit crunch
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