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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 2006; Volume 14,Issue 2
  • Open Access
    Editor's Letter
    The Journal of Derivatives Winter 2006, 14 (2) 1-2; DOI: https://doi.org/10.3905/jod.2006.667548
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives
Vol. 14, Issue 2
Winter 2006
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