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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Fall 2003; Volume 11,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2003, 11 (1) 7-8; DOI: https://doi.org/10.3905/jod.2003.390878

Primary Article

  • You have access
    Valuation of Convertible Bonds With Credit Risk
    E. Ayache, P.A. Forsyth and Kenneth R. Vetzal
    The Journal of Derivatives Fall 2003, 11 (1) 9-29; DOI: https://doi.org/10.3905/jod.2003.319208
  • You have access
    Explaining Credit Spread Changes
    Jing-Zhi Huang and Weipeng Kong
    The Journal of Derivatives Fall 2003, 11 (1) 30-44; DOI: https://doi.org/10.3905/jod.2003.319209
  • You have access
    Volatility Risk Premiums Embedded in Individual Equity Options
    Gurdip Bakshi and Nikunj Kapadia
    The Journal of Derivatives Fall 2003, 11 (1) 45-54; DOI: https://doi.org/10.3905/jod.2003.319210
  • You have access
    The Pricing of Structured Products in Germany
    Sascha Wilkens, Carsten Erner and Klaus Röder
    The Journal of Derivatives Fall 2003, 11 (1) 55-69; DOI: https://doi.org/10.3905/jod.2003.319211
  • You have access
    Valuation of Arithmetic Average Reset Options
    In Joon Kim, Geun Hyuk Chang and Suk Joon Byun
    The Journal of Derivatives Fall 2003, 11 (1) 70-80; DOI: https://doi.org/10.3905/jod.2003.319212
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The Journal of Derivatives
Vol. 11, Issue 1
Fall 2003
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