The Journal of Derivatives: 14 (2)

The Journal of Derivatives

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
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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