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Bond valuation is the determination of the fair price of a bond. As with any security or capital investment, the theoretical fair value of a bond is the present value ...
Recently, there has been a considerable interest in pricing and hedging variance swaps and volatility swaps. Gr¨unbuchler and Longstaﬀ (1996) developed pricing
Peter’s research interests are primarily in the field of derivative securities, especially American-style and exotic derivatives. In collaboration with others, he ...
Peter’s research interests are primarily in the field of derivative securities, especially American-style and exotic derivatives. In collaboration with others, he ...

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| | | | | | VA - Disco House 2012 Vol.1 (2012)