Paul Wilmott is a mathematician, author and 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 2009), The Money Formula: Dodgy Finance, Pseudo Science, and How Mathematicians Took Over the Markets (with David Orrell) (Wiley 2017) 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 $170 million. His responsibilities included forecasting, derivatives pricing, and risk management.
Paul is the proprietor of www.wilmott.com, the popular quantitative finance community website, and the quant magazine Wilmott. He is the creator of the Certificate in Quantitative Finance, cqf.com, and the President of the CQF Institute, cqfinstitutte.org.
Paul is one of the authors of the Financial Modelers’ Manifesto.
Paul Wilmott has been called “cult derivatives lecturer” (Financial Times), “the smartest of the quants, he may be the only smart quant” (Portfolio magazine), “the finance industry’s Mozart”(Sunday Business) “financial mathematics guru” (BBC) and “arguably the most influential quant today'” (Newsweek).
On the other hand…
Paul was a professional juggler with the Dab Hands troupe, and has been an undercover investigator for TV Channel 4. He also has three half blues from Oxford University for Ballroom Dancing. At the age of 41 he finally won a sandcastle-building competition. He makes his own cheese. Its flavour has been described as challenging.
Paul was the first man in the UK to get an online divorce. He came second to last in a poetry-reading contest. He was an expert on a TV show, tasked with forecasting a royal baby name and the winner of the Eurovision Song Contest among other things. He got everything wrong.
He played bridge for his school’s D team. There was no E team.
And he plays the ukulele. Obviously.