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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
  • 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

B

  1. Bennett, Michael N.

    1. 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

C

  1. Černý, Aleš

    1. 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
  2. Chatrath, Arjun

    1. 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
  3. Christie-David, Rohan

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Giesecke, Kay

    1. 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
  2. Goldberg, Lisa R.

    1. 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

K

  1. Kennedy, Joanne E.

    1. 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
  2. Klein, Peter

    1. 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
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The Journal of Derivatives
Vol. 12, Issue 1
Fall 2004
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