The Journal of Derivatives

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

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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
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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
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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
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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
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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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