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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives
Vol. 15, Issue 3
Spring 2008
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