Index by author
Fall 2006; Volume 14,Issue 1
B
Bajaj, Mukesh
- You have accessA Matrix-Based Lattice Model to Value Employee Stock OptionsMukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay UnniThe Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
Brigo, Damiano
- You have accessEfficient Analytical Cascade Calibration of the LIBOR Market Model with Endogenous InterpolationDamiano Brigo and Massimo MoriniThe Journal of Derivatives Fall 2006, 14 (1) 40-60; DOI: https://doi.org/10.3905/jod.2006.650198
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Fall 2006, 14 (1) 1-2; DOI: https://doi.org/10.3905/jod.2006.650201
M
Mazumdar, Sumon C.
- You have accessA Matrix-Based Lattice Model to Value Employee Stock OptionsMukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay UnniThe Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
Morini, Massimo
- You have accessEfficient Analytical Cascade Calibration of the LIBOR Market Model with Endogenous InterpolationDamiano Brigo and Massimo MoriniThe Journal of Derivatives Fall 2006, 14 (1) 40-60; DOI: https://doi.org/10.3905/jod.2006.650198
Muck, Matthias
- You have accessWhere Should You Buy Your Options? The Pricing of Exchange-Traded Certificates and OTC Derivatives in GermanyMatthias MuckThe Journal of Derivatives Fall 2006, 14 (1) 82-96; DOI: https://doi.org/10.3905/jod.2006.650200
N
Nunes, João Pedro Vidal
- You have accessBarrier Options on Spot LIBOR Rates under Multi–Factor Gaussian HJM ModelsJoão Pedro Vidal NunesThe Journal of Derivatives Fall 2006, 14 (1) 61-81; DOI: https://doi.org/10.3905/jod.2006.650199
S
Surana, Rahul
- You have accessA Matrix-Based Lattice Model to Value Employee Stock OptionsMukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay UnniThe Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
T
Tahani, Nabil
- You have accessCredit Spread Option Valuation under GARCHNabil TahaniThe Journal of Derivatives Fall 2006, 14 (1) 27-39; DOI: https://doi.org/10.3905/jod.2006.650197
U
Unni, Sanjay
- You have accessA Matrix-Based Lattice Model to Value Employee Stock OptionsMukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay UnniThe Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161