Journal of Computational Finance

Welcome to Volume 6, Issue 2 of The Journal of Computational Finance. This issue is made up of 3 technical papers: ‘A tree implementation of a credit spread model for credit derivatives' by Philipp J. Schönbucher from ETH Zurich; ‘Fast at-the-money calibration of the LIBOR market model using Lagrange multipliers' by Lixin Wu from the Hong Kong University of Science and Technology; and ‘Path-dependent option pricing: the path integral partial averaging method' by Andrew Matacz from the University of Sydney.

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