The Journal of Derivatives: 14 (4)

The Journal of Derivatives

Summer 2007; Volume 14,Issue 4

Open Access
Editor's Letter
The Journal of Derivatives Summer 2007, 14 (4) 1-2; DOI: https://doi.org/10.3905/jod.2007.686425
You have access
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option
Svetlana Borovkova, Ferry J. Permana and Hans V.D. Weide

The Journal of Derivatives Summer 2007, 14 (4) 8-24; DOI: https://doi.org/10.3905/jod.2007.686420
You have access
A Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk
Donald R. Chambers and Qin Lu

The Journal of Derivatives Summer 2007, 14 (4) 25-46; DOI: https://doi.org/10.3905/jod.2007.686421
You have access
Calibration Risk for Exotic Options
K. Detlefsen and Wolfgang K. Härdle

The Journal of Derivatives Summer 2007, 14 (4) 47-63; DOI: https://doi.org/10.3905/jod.2007.686422
You have access
An Algorithm for Simulating Bermudan Option Prices on Simulated Asset Prices
Brian Norsk Huge and Niels Rom–Poulsen

The Journal of Derivatives Summer 2007, 14 (4) 64-86; DOI: https://doi.org/10.3905/jod.2007.686423
You have access
Transitional Densities of Diffusion Processes
A.S. Hurn, J.I. Jeisman and K.A. Lindsay

The Journal of Derivatives Summer 2007, 14 (4) 86-94; DOI: https://doi.org/10.3905/jod.2007.686424