• Issue
    Volume 2020, Issue 108
    1-96
    July 2020
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Contents

Contents

  • Pages: 1
  • First Published: 30 July 2020

Regulars

Now Is the Hour

Dan Tudball, 
  • Pages: 2-3
  • First Published: 30 July 2020

News

  • Pages: 4-9
  • First Published: 30 July 2020

Columnists

Pandemic Finance

Aaron Brown, 
  • Pages: 10-13
  • First Published: 30 July 2020

Vanna-Volga and the Greeks

Uwe Wystup, 
  • Pages: 14-16
  • First Published: 30 July 2020

Thanksgiving Meal for Americans

Mike Staunton, 
  • Pages: 17-19
  • First Published: 30 July 2020

The Black Swan Which Was Neither Black Nor a Swan

Rudi Bogni, 
  • Pages: 20-21
  • First Published: 30 July 2020

Basket Case

Rolf Poulsen, 
  • Pages: 22-25
  • First Published: 30 July 2020

Cover Story

Volpocalypse Now

Alan L. Lewis, 
  • Pages: 26-39
  • First Published: 30 July 2020

Columnists

The Big Money Older Horse Races: Pegasus, Saudi Cup, and Dubai World Cup

Bill Ziemba, 
  • Pages: 40-53
  • First Published: 30 July 2020

Technical Papers

‘Computer Says No’: Was Your Mortgage Application Rejected Unfairly?

Agnieszka Werpachowska, 
  • Pages: 54-61
  • First Published: 30 July 2020

Implied Volatilities for Mean Reverting SABR Models

Patrick S. Hagan,  Andrew S. Lesniewski,  Diana E. Woodeard, 
  • Pages: 62-77
  • First Published: 30 July 2020

Accelerating CVA and CVA Sensitivities Using Quasi-Monte Carlo Methods

Stefano Renzitti,  Pouya Bastani,  Steven Sivorot, 
  • Pages: 78-93
  • First Published: 30 July 2020

Regulars

Cars

Milford Radley, 
  • Pages: 94-95
  • First Published: 30 July 2020

The skewed world of Jan Darasz

Jan Darasz, 
  • Pages: 96
  • First Published: 30 July 2020