Table of Contents

Primary Article

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  Pricing and Hedging Volatility Derivatives

  Mark Broadie and Ashish Jain

  The Journal of Derivatives Spring 2008, 15 (3) 7-24; DOI: https://doi.org/10.3905/jod.2008.702503
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  A Generalized Single Common Factor Model of Portfolio Credit Risk

  Paul H. Kupiec

  The Journal of Derivatives Spring 2008, 15 (3) 25-40; DOI: https://doi.org/10.3905/jod.2008.702504
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  Ratio Spreads

  J. Scott Chaput and Louis H. Ederington

  The Journal of Derivatives Spring 2008, 15 (3) 41-57; DOI: https://doi.org/10.3905/jod.2008.702505
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  Closed-Form Approximations for Spread Option Prices and Greeks

  Minqiang Li, Shi-Jie Deng and Jieyun Zhoc

  The Journal of Derivatives Spring 2008, 15 (3) 58-80; DOI: https://doi.org/10.3905/jod.2008.702506
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  Gas Storage Valuation Using a Monte Carlo Method

  Alexander Boogert and Cyriel de Jong

  The Journal of Derivatives Spring 2008, 15 (3) 81-98; DOI: https://doi.org/10.3905/jod.2008.702507