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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

Fall 2008; Volume 16,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2008, 16 (1) 1-2; DOI: https://doi.org/10.3905/jod.2008.710900

Primary Article

  • You have access
    Variance Reduction for Multivariate Monte Carlo Simulation
    Jr-Yan Wang
    The Journal of Derivatives Fall 2008, 16 (1) 7-28; DOI: https://doi.org/10.3905/jod.2008.710895
  • You have access
    Pricing American Interest Rate Options under the Jump-Extended Vasicek Model
    Natalia A. Beliaeva, Sanjay K. Nawalkha and Gloria M. Soto
    The Journal of Derivatives Fall 2008, 16 (1) 29-43; DOI: https://doi.org/10.3905/jod.2008.710896
  • You have access
    Valuing Multiple Employee Stock Options Issued by the Same Company
    Patrick J. Dennis and Richard J.. Rendleman
    The Journal of Derivatives Fall 2008, 16 (1) 44-69; DOI: https://doi.org/10.3905/jod.2008.710897
  • You have access
    The Determinants of CDS Bid-Ask Spreads
    Lei Meng and Owain ap Gwilym
    The Journal of Derivatives Fall 2008, 16 (1) 70-80; DOI: https://doi.org/10.3905/jod.2008.710898
  • You have access
    The Subprime Credit Crisis of 2007
    Michel G. Crouhy, Robert A. Jarrow and Stuart M. Turnbull
    The Journal of Derivatives Fall 2008, 16 (1) 81-110; DOI: https://doi.org/10.3905/jod.2008.710899
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The Journal of Derivatives
Vol. 16, Issue 1
Fall 2008
  • Table of Contents
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