The Journal of Derivatives: 16 (1)

The Journal of Derivatives

Fall 2008; Volume 16,Issue 1

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
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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
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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
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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
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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
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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