Table of Contents

Primary Article

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  The Nasdaq Volatility Index During and After the Bubble

  David P. Simon

  The Journal of Derivatives Winter 2003, 11 (2) 9-24; DOI: https://doi.org/10.3905/jod.2003.319213
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  Valuation of Stock Option Grants Under Multiple Severance Risks

  Gurupdesh S. Pandher

  The Journal of Derivatives Winter 2003, 11 (2) 25-37; DOI: https://doi.org/10.3905/jod.2003.319215
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  How Valuable is Credit Card Lending?

  Arkadev Chatterjea, Robert A Jarrow, Robert Neal and Yildiray Yildirim

  The Journal of Derivatives Winter 2003, 11 (2) 39-52; DOI: https://doi.org/10.3905/jod.2003.319214
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  Lookback Option Valuation

  Seungmook Choi and Mel Jameson

  The Journal of Derivatives Winter 2003, 11 (2) 53-64; DOI: https://doi.org/10.3905/jod.2003.319216
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  Correct Calculation of Volatility in a Jump-Diffusion Model

  Javier F. Navas

  The Journal of Derivatives Winter 2003, 11 (2) 66-72; DOI: https://doi.org/10.3905/jod.2003.319217