The Journal of Derivatives

Table of Contents

Winter 2002; Volume 10,Issue 2

Editorial

Open Access
Editor's Letter
Stephen Figlewski

The Journal of Derivatives Winter 2002, 10 (2) 7-8; DOI: https://doi.org/10.3905/jod.2002.390891

Primary Article

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Why are Those Options Smiling?
Louis H Ederington and wei Guan

The Journal of Derivatives Winter 2002, 10 (2) 9-34; DOI: https://doi.org/10.3905/jod.2002.319193
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Return and Risk of CBOE Buy Write Monthly Index
Robert E. Whaley

The Journal of Derivatives Winter 2002, 10 (2) 35-42; DOI: https://doi.org/10.3905/jod.2002.319194
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On the Use of Numeraires in Option Pricing
Simon Benninga, Tomas Björk and Zvi Wiener

The Journal of Derivatives Winter 2002, 10 (2) 43-58; DOI: https://doi.org/10.3905/jod.2002.319195
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Pricing Arithmetic Average Reset Options With Control Variates
Szu-Lang Liao and Chou-Wen Wang

The Journal of Derivatives Winter 2002, 10 (2) 59-74; DOI: https://doi.org/10.3905/jod.2002.319196
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Pricing Convertible Bonds Subject to Default Risk
Mao-Wei Hung and Jr-Yan Wang

The Journal of Derivatives Winter 2002, 10 (2) 75-87; DOI: https://doi.org/10.3905/jod.2002.319197

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