Table of Contents

Winter 2004; Volume 12,Issue 2

B

  1. Brown, Christine

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
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The Journal of Derivatives
Vol. 12, Issue 2
Winter 2004
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