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Research: Dr. Wadim Djatschenko


Djatschenko, Wadim, BondValuation: An R Package for Fixed Coupon Bond Analysis (November 29, 2018). Available at SSRN: (Forthcoming in The R Journal.)

Djatschenko, Wadim, The Nitty Gritty of Bond Valuation: A Generalized Methodology for Straight Bond Analysis (July 24, 2019). Available at SSRN: or

Djatschenko Wadim (2018). BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions. R package version 0.1.0.

W. Djatschenko, Handelsstrategien mit Konvexität - Empirische Analyse der relativen Performance von Bullet- und Barbellstrategien im U.S. Treasury Markt. AV Akademikerverlag, 2014. (M.Sc. thesis.)