The Journal of Derivatives

Table of Contents

Winter 2005; Volume 13,Issue 2

Editorial

Open Access
Editor's Letter
Stephen Figlewski

The Journal of Derivatives Winter 2005, 13 (2) 1-2; DOI: https://doi.org/10.3905/jod.2005.605356

Primary Article

You have access
Crash–O–Phobia
Silverio Foresi and Liuren Wu

The Journal of Derivatives Winter 2005, 13 (2) 8-21; DOI: https://doi.org/10.3905/jod.2005.605352
You have access
A Comparison of Markov–Functional and Market Models
Michael N. Bennett and Joanne E. Kennedy

The Journal of Derivatives Winter 2005, 13 (2) 22-43; DOI: https://doi.org/10.3905/jod.2005.605351
You have access
Stocks Paying Discrete Dividends
Ralf Korn and L. C. G. Rogers

The Journal of Derivatives Winter 2005, 13 (2) 44-48; DOI: https://doi.org/10.3905/jod.2005.605354
You have access
Price Hedging with Local and Aggregate Quantity Risk
Jouahn Nam, Alan L. Tucker and Jason Z Wei

The Journal of Derivatives Winter 2005, 13 (2) 49-69; DOI: https://doi.org/10.3905/jod.2005.605355
You have access
Delivery Options and Treasury–Bond Futures Hedge Ratios
Robin Grieves and Alan J. Marcus

The Journal of Derivatives Winter 2005, 13 (2) 70-76; DOI: https://doi.org/10.3905/jod.2005.605353

In this issue

Sign up for alerts