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  1. View the profiles of people named John Wilmott. Join Facebook to connect with John Wilmott and others you may know. Facebook gives people the power to...

    • Biography
    • Research Interests
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    Paul Wilmottis a mathematician, author and financial consultant, specializing in derivatives, risk management and quantitative finance. He has worked with many leading US and European financial institutions. Paul studied mathematics at St Catherine’s College, Oxford, where he also received his D.Phil. He founded the Diploma in Mathematical Finance ...

    Weaknesses of standard quantitative finance models: discrete hedging, transaction costs, incomplete markets, model error, etc.
    Model robustness: analysing models for sensitivity to assumptions
    Volatility: modelling volatility, testing standard and non-standard models
    Extreme markets: non-probabilistic approaches

    Books: 1. Option Pricing: Mathematical Models and Computation. (With J.N.Dewynne and S.D.Howison.) Oxford Financial Press (1993) 1. Mathematics of Financial Derivatives: a Student Introduction. (With J.N.Dewynne and S.D.Howison.) Cambridge University Press (1995) 1. Mathematical Models in Finance. (Ed. with S.D.Howison and F.P.Kelly.) Chapman and H...

  2. In the Last Post Ceremony for 25 February, we remember Private Alexander John Wilmott who served Australia in the Second World War.

  3. 27. Feb. 2020 · An expert cruise port guide to Tallinn, Estonia's jewel of a capital. This medieval city is ridiculously photogenic – and may be the most beautiful in all of Northern Europe. John Wilmott 9 Mar...

    • John Wilmott
  4. 8. Sept. 2017 · Ashfield Independents campaigner for Hucknall North. Fighting on issues that matter to local people. #PuttingHucknallFirst. Hucknall, Englandashfieldindependents.comJoined September 2017. 81Following. 58Followers. Tweets & replies. Media. Likes. John Wilmott. @mrjohnwilmott. ·. Jul 25, 2021. G BBCcp de. 2. John Wilmott Retweeted. Ashfield Council.

  5. 30. März 2022 · John Wilmott, Earl of Rochester (1 April 1647 – 26 July 1680) was an English poet and courtier of King Charles II’s Restoration Court. Rochester’s contemporary Andrew Marvell called him ‘the best English satirist.’

  6. wilmott.com › category › articlesArticles – Wilmott

    21. Nov. 2022 · Harry Markowitz, the creator of modern portfolio theory, Nobel Laureate and John von Neumann Theory Prize winner passed on June 22, 2023. Who was Harry Markowitz and how did his mind work? John Guerard, having worked for, worked with, and co-authored papers for years with Harry Markowitz knows who he is. In Part II of this ...