Table of Contents

Winter 2006; Volume 14,Issue 2

D

  1. Dowd, Kevin

    1. 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

H

  1. Hull, John C.

    1. 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

K

  1. Kjaer, Mats

    1. 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

L

  1. Lin, Junze

    1. 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

P

  1. Pérignon, Christophe

    1. 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

R

  1. Ritchken, Peter

    1. 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

W

  1. White, Alan D.

    1. 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
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives
Vol. 14, Issue 2
Winter 2006
Sign up for alerts