The Journal of Derivatives: 15 (3)

The Journal of Derivatives

Spring 2008; Volume 15,Issue 3

Open Access
Editor's Letter
Stephen Figlewski

The Journal of Derivatives Spring 2008, 15 (3) 5-6; DOI: https://doi.org/10.3905/jod.2008.702508
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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