Dr Paul Wilmott

Paul Wilmott is a 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 at Oxford University and the journal Applied Mathematical Finance. He is the author of Paul Wilmott Introduces Quantitative Finance (Wiley 2007), Paul Wilmott On Quantitative Finance (Wiley 2006), Frequently Asked Questions in Quantitative Finance (Wiley 2006) and other financial textbooks. He has written over 100 research articles on finance and mathematics.

Paul Wilmott was a founding partner of the volatility arbitrage hedge fund Caissa Capital which managed $170million. His responsibilities included forecasting, derivatives pricing, and risk management.

Dr Wilmott is the proprietor of www.wilmott.com, the popular quantitative finance community website, the quant magazine Wilmott and is the Course Director for the Certificate in Quantitative Finance.

Paul Wilmott was a professional juggler with the Dab Hands troupe. He also has three half blues from Oxford University for Ballroom Dancing.

Paul’s blog can be found here: http://www.wilmott.com/blogs/paul/index.cfm/General

Related Sessions
Sunday 1 November 2009, 9.45am Lecture Theatre 1
Publications

Paul Wilmott Introduces Quantitative Finance (Wiley & Sons, 2007)
Paul Wilmott on Quantitative Finance 2nd Edition (Wiley & Sons, 2006)


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