Table of Contents

Primary Article

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  Valuing Credit Derivatives Using an Implied Copula Approach

  John C. Hull and Alan D. White

  The Journal of Derivatives Winter 2006, 14 (2) 8-28; DOI: https://doi.org/10.3905/jod.2006.667547
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  On Pricing Derivatives in the Presence of Auxiliary State Variables

  Junze Lin and Peter Ritchken

  The Journal of Derivatives Winter 2006, 14 (2) 29-46; DOI: https://doi.org/10.3905/jod.2006.667549
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  Fast Pricing of Cliquet Options with Global Floor

  Mats Kjaer

  The Journal of Derivatives Winter 2006, 14 (2) 47-60; DOI: https://doi.org/10.3905/jod.2006.667550
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  Testing the Monotonicity Property of Option Prices

  Christophe Pérignon

  The Journal of Derivatives Winter 2006, 14 (2) 61-76; DOI: https://doi.org/10.3905/jod.2006.667551
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  Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures

  Kevin Dowd

  The Journal of Derivatives Winter 2006, 14 (2) 77-81; DOI: https://doi.org/10.3905/jod.2006.667552