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 Wilmott.com [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, and 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 (CQF), a half year distance learning course on mathematical finance at 7City Learning, a London-based company providing training for the financial services industry.[3] He is a founding partner of Caissa Capital, a volatility arbitrage hedge fund.[4] He is on the editorial board of the academic journal International Journal of Theoretical and Applied Finance.[5] He founded the Diploma in Mathematical Finance at Oxford University;[6] and the journal Applied Mathematical Finance.[7] He is a director of Wilmott Electronic Media, which manages Wilmott.com, a website for the quantitative analyst community, and is a director of Paul & Dominic Quant Recruitment.[8]
He has written research articles on finance and mathematics, and, amongst others, has authored the following books:
Together with Emanuel Derman, Paul Wilmott is one of the authors of the Financial Modelers' Manifesto.[9]
He studied mathematics at St Catherine’s College, Oxford University, where he received his D.Phil in Applied mathematics in 1985.[10]