Table of Contents

Fall 2003; Volume 11,Issue 1

A

  1. Ayache, E.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives
Vol. 11, Issue 1
Fall 2003
Sign up for alerts