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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

Summer 2004; Volume 11,Issue 4

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Summer 2004, 11 (4) 8-9; DOI: https://doi.org/10.3905/jod.2004.412365

Primary Article

  • You have access
    Estimation of VaR with Bias-Corrected Forecasts of Conditional Volatility
    Richard D.F. Harris and Jian Shen
    The Journal of Derivatives Summer 2004, 11 (4) 10-20; DOI: https://doi.org/10.3905/jod.2004.412359
  • You have access
    Contingent Claims Valuation When Capital Structure Includes Options Liability
    Athanasios Episcopos
    The Journal of Derivatives Summer 2004, 11 (4) 21-32; DOI: https://doi.org/10.3905/jod.2004.412360
  • You have access
    Internal Model-Based Capital Regulation and Bank Risk-Taking Incentives
    Paul H. Kupiec
    The Journal of Derivatives Summer 2004, 11 (4) 33-42; DOI: https://doi.org/10.3905/jod.2004.412361
  • You have access
    Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations
    Matthias R. Fengler and Peter Schwendner
    The Journal of Derivatives Summer 2004, 11 (4) 43-54; DOI: https://doi.org/10.3905/jod.2004.412362
  • You have access
    Curtailing the Range for Lattice and Grid Methods
    Ari D. Andricopoulos, Martin Widdicks, Peter W. Duck and David P. Newton
    The Journal of Derivatives Summer 2004, 11 (4) 55-61; DOI: https://doi.org/10.3905/jod.2004.412363
  • You have access
    Fund of Fund Securitizations
    Charles A. Stone and Anne Zissu
    The Journal of Derivatives Summer 2004, 11 (4) 62-68; DOI: https://doi.org/10.3905/jod.2004.412364
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The Journal of Derivatives
Vol. 11, Issue 4
Summer 2004
  • Table of Contents
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