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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Fall 2004; Volume 12,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2004, 12 (1) 9-10; DOI: https://doi.org/10.3905/jod.2004.434546

Primary Article

  • You have access
    Forecasting Default in the Face of Uncertainty
    Kay Giesecke and Lisa R. Goldberg
    The Journal of Derivatives Fall 2004, 12 (1) 11-25; DOI: https://doi.org/10.3905/jod.2004.434534
  • You have access
    Quanto Pricing with Copulas
    Michael N. Bennett and Joanne E. Kennedy
    The Journal of Derivatives Fall 2004, 12 (1) 26-45; DOI: https://doi.org/10.3905/jod.2004.434535
  • You have access
    Interest Rate Swaps
    Peter Klein
    The Journal of Derivatives Fall 2004, 12 (1) 46-57; DOI: https://doi.org/10.3905/jod.2004.434536
  • You have access
    Futures Expiration, Contract Switching, and Price Discovery
    Arjun Chatrath and Rohan Christie-David
    The Journal of Derivatives Fall 2004, 12 (1) 58-72; DOI: https://doi.org/10.3905/jod.2004.434537
  • You have access
    Introduction to Fast Fourier Transform in Finance
    Aleš Černý
    The Journal of Derivatives Fall 2004, 12 (1) 73-88; DOI: https://doi.org/10.3905/jod.2004.434538
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The Journal of Derivatives
Vol. 12, Issue 1
Fall 2004
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