Event News

Property has been a hot topic over the recent years and their related derivatives products are becoming an increasing part of investors' portfolios. Property Derivatives World 2008 is a unique annual conference that caters to executives actively investing or sourcing the opportunity to deal in property derivatives. Through various case studies, investor roundtables and networking events involving some of the biggest names in the real estate investment community, this is an excellent opportunity to learn more about the property derivatives sector. Property Derivatives World 2008 will be held in Paris from June 17 - 19. Please click here for more information.

Masters Program News

We thought is was worthwhile pointing out that UCLA has a new Masters in Financial Engineering program starting in Fall of this year. Notable faculty includes Francis Longstaff, Robert Geske, Eduardo Schwartz, Richard Roll. For more info on the program, click here.

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.