Table of Contents
Winter 2004; Volume 12,Issue 2
B
Brown, Christine
- You have accessDividend Protection at a PriceChristine Brown and Kevin J DavisThe Journal of Derivatives Winter 2004, 12 (2) 62-68; DOI: https://doi.org/10.3905/jod.2004.450970
C
Crouhy, Michel G
- You have accessInsuring versus Self-Insuring Operational RiskMichel G Crouhy, Dan Galai and Robert MarkThe Journal of Derivatives Winter 2004, 12 (2) 51-55; DOI: https://doi.org/10.3905/jod.2004.450968
D
Davis, Kevin J
- You have accessDividend Protection at a PriceChristine Brown and Kevin J DavisThe Journal of Derivatives Winter 2004, 12 (2) 62-68; DOI: https://doi.org/10.3905/jod.2004.450970
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Winter 2004, 12 (2) 6-7; DOI: https://doi.org/10.3905/jod.2004.450946
G
Galai, Dan
- You have accessInsuring versus Self-Insuring Operational RiskMichel G Crouhy, Dan Galai and Robert MarkThe Journal of Derivatives Winter 2004, 12 (2) 51-55; DOI: https://doi.org/10.3905/jod.2004.450968
Glasserman, Paul
- You have accessTail Approximations for Portfolio Credit RiskPaul GlassermanThe Journal of Derivatives Winter 2004, 12 (2) 24-42; DOI: https://doi.org/10.3905/jod.2004.450966
Grieves, Robin
- You have accessAn Overlooked Coupon Effect in Treasury Futures ContractsRobin Grieves and Steven V. MannThe Journal of Derivatives Winter 2004, 12 (2) 56-61; DOI: https://doi.org/10.3905/jod.2004.450969
H
Hull, John C
- You have accessValuation of a CDO and an n-th to Default CDS Without Monte Carlo SimulationJohn C Hull and Alan D WhiteThe Journal of Derivatives Winter 2004, 12 (2) 8-23; DOI: https://doi.org/10.3905/jod.2004.450964
M
Mann, Steven V.
- You have accessAn Overlooked Coupon Effect in Treasury Futures ContractsRobin Grieves and Steven V. MannThe Journal of Derivatives Winter 2004, 12 (2) 56-61; DOI: https://doi.org/10.3905/jod.2004.450969
Mark, Robert
- You have accessInsuring versus Self-Insuring Operational RiskMichel G Crouhy, Dan Galai and Robert MarkThe Journal of Derivatives Winter 2004, 12 (2) 51-55; DOI: https://doi.org/10.3905/jod.2004.450968
W
Weigel, Peter
- You have accessOptimal Calibration of LIBOR Market Models to CorrelationsPeter WeigelThe Journal of Derivatives Winter 2004, 12 (2) 43-50; DOI: https://doi.org/10.3905/jod.2004.450967
White, Alan D
- You have accessValuation of a CDO and an n-th to Default CDS Without Monte Carlo SimulationJohn C Hull and Alan D WhiteThe Journal of Derivatives Winter 2004, 12 (2) 8-23; DOI: https://doi.org/10.3905/jod.2004.450964