Index by author
Winter 2007; Volume 15,Issue 2
B
Brunetti, Celso
- You have accessTime Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBPCelso Brunetti and Peter M. LildholdtThe Journal of Derivatives Winter 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045
C
Chen, Son-Nan
- You have accessCross-Currency Equity Swaps in the BGM ModelTing-Pin Wu and Son-Nan ChenThe Journal of Derivatives Winter 2007, 15 (2) 60-76; DOI: https://doi.org/10.3905/jod.2007.699046
Chiang, Mi-Hsiu
- You have accessAn Efficient Algorithm for Basket Default Swap ValuationMi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua HsiehThe Journal of Derivatives Winter 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Winter 2007, 15 (2) 6-7; DOI: https://doi.org/10.3905/jod.2007.699049
H
Hsieh, Ming-Hua
- You have accessAn Efficient Algorithm for Basket Default Swap ValuationMi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua HsiehThe Journal of Derivatives Winter 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043
L
Lildholdt, Peter M.
- You have accessTime Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBPCelso Brunetti and Peter M. LildholdtThe Journal of Derivatives Winter 2007, 15 (2) 39-59; DOI: https://doi.org/10.3905/jod.2007.699045
P
Poulsen, Rolf
- You have accessFour Things You Might Not Know About the Black-Scholes FormulaRolf PoulsenThe Journal of Derivatives Winter 2007, 15 (2) 77-81; DOI: https://doi.org/10.3905/jod.2007.699047
S
Simaan, Yusif E.
- You have accessPrice Discovery in the U.S. Stock Options MarketYusif E. Simaan and Liuren WuThe Journal of Derivatives Winter 2007, 15 (2) 20-38; DOI: https://doi.org/10.3905/jod.2007.699044
W
Wu, Liuren
- You have accessPrice Discovery in the U.S. Stock Options MarketYusif E. Simaan and Liuren WuThe Journal of Derivatives Winter 2007, 15 (2) 20-38; DOI: https://doi.org/10.3905/jod.2007.699044
Wu, Ting-Pin
- You have accessCross-Currency Equity Swaps in the BGM ModelTing-Pin Wu and Son-Nan ChenThe Journal of Derivatives Winter 2007, 15 (2) 60-76; DOI: https://doi.org/10.3905/jod.2007.699046
Y
Yueh, Meng-Lan
- You have accessAn Efficient Algorithm for Basket Default Swap ValuationMi-Hsiu Chiang, Meng-Lan Yueh and Ming-Hua HsiehThe Journal of Derivatives Winter 2007, 15 (2) 8-19; DOI: https://doi.org/10.3905/jod.2007.699043