Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Fall 2008; Volume 16,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Beliaeva, Natalia A.

    1. 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

C

  1. Crouhy, Michel G.

    1. 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

D

  1. Dennis, Patrick J.

    1. 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

F

  1. Figlewski, Stephen

    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

G

  1. Gwilym, Owain ap

    1. 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

J

  1. Jarrow, Robert A.

    1. 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

M

  1. Meng, Lei

    1. 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

N

  1. Nawalkha, Sanjay K.

    1. 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

R

  1. Rendleman, Richard J..

    1. 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

S

  1. Soto, Gloria M.

    1. 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

T

  1. Turnbull, Stuart M.

    1. 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

W

  1. Wang, Jr-Yan

    1. 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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 16, Issue 1
Fall 2008
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies