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Paul Wilmott

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Subject: Financial Modelers' Manifesto, Caissa Capital, Certificate in Quantitative Finance, Professional Risk Managers' International Association, Salih Neftçi
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Paul Wilmott

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 [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 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.[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, 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


  1. ^ profile and interviewGuardian
  2. ^ a b Financial gurus
  3. ^ Condé Nast PortfolioInterview:
  4. ^ Certificate in Quantitative Finance (CQF)
  5. ^ Caissa Capital Ltd
  6. ^ Journals
  7. ^ Diploma in Mathematical Finance at Oxford University
  8. ^ Applied Mathematical Finance
  9. ^
  10. ^ Full text of Financial Modelers' Manifesto

External links

  • Profile on
  • Certificate in Quantitative Finance
  • New York Timesopinion piece:
  • Condé Nast PortfolioInterview:
  • 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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