Index by author

Winter 2007; Volume 15,Issue 2

B

  1. Brunetti, Celso

    1. Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBP
      Celso Brunetti and Peter M. Lildholdt
      The Journal of Derivatives Winter 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045

C

  1. Chen, Son-Nan

    1. Cross-Currency Equity Swaps in the BGM Model
      Ting-Pin Wu and Son-Nan Chen
      The Journal of Derivatives Winter 2007, 15 (2) 60-76; DOI: https://doi.org/10.3905/jod.2007.699046

  2. Chiang, Mi-Hsiu

    1. An Efficient Algorithm for Basket Default Swap Valuation
      Mi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua Hsieh
      The Journal of Derivatives Winter 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Winter 2007, 15 (2) 6-7; DOI: https://doi.org/10.3905/jod.2007.699049

H

  1. Hsieh, Ming-Hua

    1. An Efficient Algorithm for Basket Default Swap Valuation
      Mi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua Hsieh
      The Journal of Derivatives Winter 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043

L

  1. Lildholdt, Peter M.

    1. Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBP
      Celso Brunetti and Peter M. Lildholdt
      The Journal of Derivatives Winter 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045

P

  1. Poulsen, Rolf

    1. Four Things You Might Not Know About the Black-Scholes Formula
      Rolf Poulsen
      The Journal of Derivatives Winter 2007, 15 (2) 77-81; DOI: https://doi.org/10.3905/jod.2007.699047

S

  1. Simaan, Yusif E.

    1. Price Discovery in the U.S. Stock Options Market
      Yusif E. Simaan and Liuren Wu
      The Journal of Derivatives Winter 2007, 15 (2) 20-38; DOI: https://doi.org/10.3905/jod.2007.699044

W

  1. Wu, Liuren

    1. Price Discovery in the U.S. Stock Options Market
      Yusif E. Simaan and Liuren Wu
      The Journal of Derivatives Winter 2007, 15 (2) 20-38; DOI: https://doi.org/10.3905/jod.2007.699044

  2. Wu, Ting-Pin

    1. Cross-Currency Equity Swaps in the BGM Model
      Ting-Pin Wu and Son-Nan Chen
      The Journal of Derivatives Winter 2007, 15 (2) 60-76; DOI: https://doi.org/10.3905/jod.2007.699046

Y

  1. Yueh, Meng-Lan

    1. An Efficient Algorithm for Basket Default Swap Valuation
      Mi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua Hsieh
      The Journal of Derivatives Winter 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043
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The Journal of Derivatives
Vol. 15, Issue 2
Winter 2007
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