Articles

Valuation of American Call Options

11th July 2018 admin 0

The purpose of this paper is to provide an analytical solution for American call options assuming proportional dividends. Proportional dividends are more realistic for long-term options than absolute dividends and the formula does not have […]

Articles

Life Settlements and Viaticals

27th June 2018 Editor 0

In this chapter… • life • sex • death 1 Introduction And now for something completely. . .morbid. Life settlements and viaticals are contracts associated with death. The two expressions can be used interchangeably, although […]

WILMOTT Magazine

Wilmott Magazine: May 2018 issue

5th June 2018 Editor 0

Volume 2018, Issue 95. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2018, iss. 95, pp. […]

Articles

Practical Valuation of Power Derivatives

28th May 2018 Editor 0

In this paper I look at the practical valuation of power derivatives from a trader’s perspective. Most people that have written about valuation of power derivatives are academics or quants working in the research departments […]

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