Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Winter 2004; Volume 12,Issue 2
  • 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. Brown, Christine

    1. You have access
      Dividend Protection at a Price
      Christine Brown and Kevin J Davis
      The Journal of Derivatives Winter 2004, 12 (2) 62-68; DOI: https://doi.org/10.3905/jod.2004.450970

C

  1. Crouhy, Michel G

    1. You have access
      Insuring versus Self-Insuring Operational Risk
      Michel G Crouhy, Dan Galai and Robert Mark
      The Journal of Derivatives Winter 2004, 12 (2) 51-55; DOI: https://doi.org/10.3905/jod.2004.450968

D

  1. Davis, Kevin J

    1. You have access
      Dividend Protection at a Price
      Christine Brown and Kevin J Davis
      The Journal of Derivatives Winter 2004, 12 (2) 62-68; DOI: https://doi.org/10.3905/jod.2004.450970

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Winter 2004, 12 (2) 6-7; DOI: https://doi.org/10.3905/jod.2004.450946

G

  1. Galai, Dan

    1. You have access
      Insuring versus Self-Insuring Operational Risk
      Michel G Crouhy, Dan Galai and Robert Mark
      The Journal of Derivatives Winter 2004, 12 (2) 51-55; DOI: https://doi.org/10.3905/jod.2004.450968
  2. Glasserman, Paul

    1. You have access
      Tail Approximations for Portfolio Credit Risk
      Paul Glasserman
      The Journal of Derivatives Winter 2004, 12 (2) 24-42; DOI: https://doi.org/10.3905/jod.2004.450966
  3. Grieves, Robin

    1. You have access
      An Overlooked Coupon Effect in Treasury Futures Contracts
      Robin Grieves and Steven V. Mann
      The Journal of Derivatives Winter 2004, 12 (2) 56-61; DOI: https://doi.org/10.3905/jod.2004.450969

H

  1. Hull, John C

    1. You have access
      Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
      John C Hull and Alan D White
      The Journal of Derivatives Winter 2004, 12 (2) 8-23; DOI: https://doi.org/10.3905/jod.2004.450964

M

  1. Mann, Steven V.

    1. You have access
      An Overlooked Coupon Effect in Treasury Futures Contracts
      Robin Grieves and Steven V. Mann
      The Journal of Derivatives Winter 2004, 12 (2) 56-61; DOI: https://doi.org/10.3905/jod.2004.450969
  2. Mark, Robert

    1. You have access
      Insuring versus Self-Insuring Operational Risk
      Michel G Crouhy, Dan Galai and Robert Mark
      The Journal of Derivatives Winter 2004, 12 (2) 51-55; DOI: https://doi.org/10.3905/jod.2004.450968

W

  1. Weigel, Peter

    1. You have access
      Optimal Calibration of LIBOR Market Models to Correlations
      Peter Weigel
      The Journal of Derivatives Winter 2004, 12 (2) 43-50; DOI: https://doi.org/10.3905/jod.2004.450967
  2. White, Alan D

    1. You have access
      Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
      John C Hull and Alan D White
      The Journal of Derivatives Winter 2004, 12 (2) 8-23; DOI: https://doi.org/10.3905/jod.2004.450964
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 12, Issue 2
Winter 2004
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies