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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Fall 2006; Volume 14,Issue 1
  • A
  • B
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  • F
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B

  1. Bajaj, Mukesh

    1. You have access
      A Matrix-Based Lattice Model to Value Employee Stock Options
      Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay Unni
      The Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
  2. Brigo, Damiano

    1. You have access
      Efficient Analytical Cascade Calibration of the LIBOR Market Model with Endogenous Interpolation
      Damiano Brigo and Massimo Morini
      The Journal of Derivatives Fall 2006, 14 (1) 40-60; DOI: https://doi.org/10.3905/jod.2006.650198

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Fall 2006, 14 (1) 1-2; DOI: https://doi.org/10.3905/jod.2006.650201

M

  1. Mazumdar, Sumon C.

    1. You have access
      A Matrix-Based Lattice Model to Value Employee Stock Options
      Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay Unni
      The Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
  2. Morini, Massimo

    1. You have access
      Efficient Analytical Cascade Calibration of the LIBOR Market Model with Endogenous Interpolation
      Damiano Brigo and Massimo Morini
      The Journal of Derivatives Fall 2006, 14 (1) 40-60; DOI: https://doi.org/10.3905/jod.2006.650198
  3. Muck, Matthias

    1. You have access
      Where Should You Buy Your Options? The Pricing of Exchange-Traded Certificates and OTC Derivatives in Germany
      Matthias Muck
      The Journal of Derivatives Fall 2006, 14 (1) 82-96; DOI: https://doi.org/10.3905/jod.2006.650200

N

  1. Nunes, João Pedro Vidal

    1. You have access
      Barrier Options on Spot LIBOR Rates under Multi–Factor Gaussian HJM Models
      João Pedro Vidal Nunes
      The Journal of Derivatives Fall 2006, 14 (1) 61-81; DOI: https://doi.org/10.3905/jod.2006.650199

S

  1. Surana, Rahul

    1. You have access
      A Matrix-Based Lattice Model to Value Employee Stock Options
      Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay Unni
      The Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161

T

  1. Tahani, Nabil

    1. You have access
      Credit Spread Option Valuation under GARCH
      Nabil Tahani
      The Journal of Derivatives Fall 2006, 14 (1) 27-39; DOI: https://doi.org/10.3905/jod.2006.650197

U

  1. Unni, Sanjay

    1. You have access
      A Matrix-Based Lattice Model to Value Employee Stock Options
      Mukesh Bajaj, Sumon C. Mazumdar, Rahul Surana and Sanjay Unni
      The Journal of Derivatives Fall 2006, 14 (1) 9-26; DOI: https://doi.org/10.3905/jod.2006.650161
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The Journal of Derivatives
Vol. 14, Issue 1
Fall 2006
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