Journal of Computational Finance

Welcome to Volume 3, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘LIBOR market models in practice' by Jakob Sidenius from SimCorp A/S; ‘Fast and accurate analytical approximation of bond prices when short interest rates are lognormal' by Asbjørn Trolle Hansen from Dresdner Kleinwort Benson and Peter Løchte from the University of Aarhus; ‘The reduction of forward rate dependent volatility HJM models to Markovian form: pricing European bond options' by Ramaprasad Bhar, Carl Chiarella, Nadima El-Hassan and Xiaosu from The University of Sydney; and ‘A new integral representation of the early exercise boundary for American put options' by Thomas Little and Vijay Pant from PricewaterhouseCoopers and Chunli Hou from Columbia University.

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