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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Fall 2003; Volume 11,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Ayache, E.

    1. 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

B

  1. Bakshi, Gurdip

    1. 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
  2. Byun, Suk Joon

    1. 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

C

  1. Chang, Geun Hyuk

    1. 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

E

  1. Erner, Carsten

    1. 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

F

  1. Figlewski, Stephen

    1. 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
  2. Forsyth, P.A.

    1. 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

H

  1. Huang, Jing-Zhi

    1. 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

K

  1. Kapadia, Nikunj

    1. 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
  2. Kim, In Joon

    1. 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
  3. Kong, Weipeng

    1. 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

R

  1. Röder, Klaus

    1. 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

V

  1. Vetzal, Kenneth R.

    1. 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

W

  1. Wilkens, Sascha

    1. 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
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The Journal of Derivatives
Vol. 11, Issue 1
Fall 2003
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