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. 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. 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. 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. 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. 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. 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. 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. 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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