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

Index by author

Spring 2006; Volume 13,Issue 3
  • 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

A

  1. Ammann, Manuel

    1. You have access
      Pricing and Hedging Mandatory Convertible Bonds
      Manuel Ammann and Ralf Seiz
      The Journal of Derivatives Spring 2006, 13 (3) 30-46; DOI: https://doi.org/10.3905/jod.2006.616866

C

  1. Carr, Peter

    1. You have access
      A Tale of Two Indices
      Peter Carr and Liuren Wu
      The Journal of Derivatives Spring 2006, 13 (3) 13-29; DOI: https://doi.org/10.3905/jod.2006.616865

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Spring 2006, 13 (3) 2-3; DOI: https://doi.org/10.3905/jod.2006.616869

N

  1. Neely, Christopher J.

    1. You have access
      Year-End Seasonality in One-Month LIBOR Derivatives
      Christopher J. Neely and Drew B. Winters
      The Journal of Derivatives Spring 2006, 13 (3) 47-65; DOI: https://doi.org/10.3905/jod.2006.616867

S

  1. Seiz, Ralf

    1. You have access
      Pricing and Hedging Mandatory Convertible Bonds
      Manuel Ammann and Ralf Seiz
      The Journal of Derivatives Spring 2006, 13 (3) 30-46; DOI: https://doi.org/10.3905/jod.2006.616866
  2. Stone, Charles A.

    1. You have access
      Securitization of Senior Life Settlements
      Charles A. Stone and Anne Zissu
      The Journal of Derivatives Spring 2006, 13 (3) 66-72; DOI: https://doi.org/10.3905/jod.2006.616868

W

  1. Winters, Drew B.

    1. You have access
      Year-End Seasonality in One-Month LIBOR Derivatives
      Christopher J. Neely and Drew B. Winters
      The Journal of Derivatives Spring 2006, 13 (3) 47-65; DOI: https://doi.org/10.3905/jod.2006.616867
  2. Wu, Liuren

    1. You have access
      A Tale of Two Indices
      Peter Carr and Liuren Wu
      The Journal of Derivatives Spring 2006, 13 (3) 13-29; DOI: https://doi.org/10.3905/jod.2006.616865

Z

  1. Zissu, Anne

    1. You have access
      Securitization of Senior Life Settlements
      Charles A. Stone and Anne Zissu
      The Journal of Derivatives Spring 2006, 13 (3) 66-72; DOI: https://doi.org/10.3905/jod.2006.616868
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. 13, Issue 3
Spring 2006
  • 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

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

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