Journal of Computational Finance

ISSN:

1460-1559 (print)

1755-2850 (online)

Editor-in-chief: Christoph Reisinger

Impact Factor: 0.8

First Published: September 1997

Volume 1, Number 4 (Summer 1998)

Editor's Letter

Welcome to Volume 1, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A series expansion for the bivariate normal integral' by Oldrich Alfons Vasicek from KMV Corporation; ‘Accurate approximations for European-style Asian options' by Prasad Chalasani and Somesh Jha from Carnegies Mellon University and Ashok Varikooty from Global Quantitative Strategies Group; ‘The pricing of floating rate instruments' by Lara Cathcart from Imperial College; and ‘The pricing of multi-asset options using a Fourier grid method' by Bernard Engelmann from the University of Augsburg and Peter Schwender from Max-Planck-Institut für Stromungsforschung.

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