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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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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
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The Journal of Derivatives
Vol. 13, Issue 2
Winter 2005
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