Working Papers

A recent paper on Credit Monitoring under the "C-Score" has been presented by Cheung, Chua & Meza. The paper can be found here.

Andreas Andrikoupos revisits the pricing of American Options by expanding on the quadratic approximation ala Barone-Adesi & Whaley (1987). Under the boundary-optimality approach, the paper improves on the classic approximation with an additional parameter. The paper can be downloaded here.

Forums

Just a small heads up that the forums are still up and running here! With some nice new features and better stability than our previous forums, this will hopefully give readers of the site a better experience. So do feel free to post your comments, questions, rants and whatever else is in your mind in the forums. The same login for the main site can also be used for the forums.

Spreadsheets Policy

With the number of visitors to our site steadily rising, our bandwidth usage and webhosting costs have also risen. Because of this, we have made an adjustment to our spreadsheet policy which we hope most of you will understand.

We will still offer free unprotected spreadsheets for anyone who requests them, up to a maximum of three. However, beyond that, we regret that we now have to charge a small premium to cover the costs of running the website. You can find more details on our spreadsheets policy page.