The Best of Wilmott 1: Incorporating the Quantitative Finance Review

I. Education in Quantitative Finance (Riaz Ahmad).

II. FinancialCAD (Owen Walsh).

III, Quantitative Finance Review 2003 (Dan Tudball).

Chapter 1: Rewind (Dan Tudball)

Chapter 2: In for the Count (Dan Tudball).

Chapter 3: A Perspective on Quantitative Finance: Models for Beating the Market (Ed Thorp).

Chapter 4: Psychology in Financial Markets (Henriëtte Prast).

Chapter 5: Credit Risk Appraisal: From the Firm Structural Approach to Modern Probabilistic Methodologies (Hugues E. Pirotte Spéder).

Chapter 6: Modelling and Measuring Sovereign Credit Risk (Ephraim Clark).

Chapter 7: The Equity-to-credit Problem (or the Story of Calibration, Co-calibration and Re-calibration) (Elie Ayache).

Chapter 8: Measuring Country Risk as Implied Volatility (Ephraim Clark).

Chapter 9: Next Generation Models for Convertible Bonds with Credit Risk (E. Ayache, P. A. Forsyth and K. R. Vetzal).

Chapter 10: First to Default Swaps (Antony Penaud and James Selfe).

Chapter 11: Taken to the Limit: Simple and Not-so-simple Loan Loss Distributions (Philipp J. Schönbucher)

Chapter 12: Sovereign Debt Default Risk: Quantifying the (Un)Willingness to Pay (Ephraim Clark).

Chapter 13: Chord of Association (Aaron Brown).

Chapter 14: Introducing Variety in Risk Management (Fabrizio Lillo, Rosario N. Mantegna, Jean-Philippe Bouchaud and Marc Potters).

Chapter 15: Alternative Large Risks Hedging Strategies for Options (F. Selmi and Jean-Philippe Bouchaud).

Chapter 16: On Exercising American Options: The Risk of Making More Money than You Expected (Hyungsok Ahn and Paul Wilmott).

Chapter 17: Phi-alpha Optimal Portfolios and Extreme Risk Management (R. Douglas Martin, Svetlozar (Zari) Rachev, and Frederic Siboulet).

Chapter 18: Managing Smile Risk (Patrick S. Hagan, Deep Kumar, Andrew S. Lesniewski and Diana E. Woodward).

Chapter 19: Adjusters: Turning Good Prices into Great Prices (Patrick S. Hagan).

Chapter 20: Convexity Conundrums: Pricing CMS Swaps, Caps, and Floors (Patrick S. Hagan).

Chapter 21: Mind the Cap (Peter Jäckel).

Chapter 22: The Art and Science of Curve Building (Owen Walsh).

Chapter 23: Stochastic Volatility Models: Past, Present and Future (Peter Jäckel).

Chapter 24: Cliquet Options and Volatility Models (Paul Wilmott).

Chapter 25: Long Memory and Regime Shifts in Asset Volatility (Jonathan Kinlay).

Chapter 26: Heston’s Stochastic Volatility Model: Implementation, Calibration and Some Extensions (Sergei Mikhailov and Ulrich Nögel).

Chapter 27: Forward-start Options in Stochastic Volatility Models (Vladimir Lucic).

Chapter 28: Stochastic Volatility and Mean-variance Analysis (Hyungsok Ahn and Paul Wilmott).

Index.