Table of Contents

Fall 2008; Volume 16,Issue 1

B

  1. Beliaeva, Natalia A.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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The Journal of Derivatives
Vol. 16, Issue 1
Fall 2008
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