Journal of Computational Finance

Welcome to Volume 3, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Fast greeks by simulation in forward LIBOR models' by Paul Glasserman from Columbia University and Xiaoliang Zhao from First Union National Bank; ‘Discrete Asian barrier options' by R Zvan, P.A. Forsyth and K.R Vetzal from the University of Waterloo; ‘Pricing near the barrier: the case of discrete knock-out options' by Manfred Steiner and Martin Wallmeier from the University of Augsburg and Reinhold Hafner from RiskLab GmbH; and ‘The singularity-separating method for two-factor convertible bonds' by You-lan Zhu and Yingjun Sun from the University of North Carolina at Charlotte.

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