Table of Contents
Fall 2008; Volume 16,Issue 1
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Beliaeva, Natalia A.
- You have accessPricing American Interest Rate Options under the Jump-Extended Vasicek ModelNatalia A. Beliaeva, Sanjay K. Nawalkha and Gloria M. SotoThe Journal of Derivatives Fall 2008, 16 (1) 29-43; DOI: https://doi.org/10.3905/jod.2008.710896
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Crouhy, Michel G.
- You have accessThe Subprime Credit Crisis of 2007Michel G. Crouhy, Robert A. Jarrow and Stuart M. TurnbullThe Journal of Derivatives Fall 2008, 16 (1) 81-110; DOI: https://doi.org/10.3905/jod.2008.710899
D
Dennis, Patrick J.
- You have accessValuing Multiple Employee Stock Options Issued by the Same CompanyPatrick J. Dennis and Richard J.. RendlemanThe Journal of Derivatives Fall 2008, 16 (1) 44-69; DOI: https://doi.org/10.3905/jod.2008.710897
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Fall 2008, 16 (1) 1-2; DOI: https://doi.org/10.3905/jod.2008.710900
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Gwilym, Owain ap
- You have accessThe Determinants of CDS Bid-Ask SpreadsLei Meng and Owain ap GwilymThe Journal of Derivatives Fall 2008, 16 (1) 70-80; DOI: https://doi.org/10.3905/jod.2008.710898
J
Jarrow, Robert A.
- You have accessThe Subprime Credit Crisis of 2007Michel G. Crouhy, Robert A. Jarrow and Stuart M. TurnbullThe Journal of Derivatives Fall 2008, 16 (1) 81-110; DOI: https://doi.org/10.3905/jod.2008.710899
M
Meng, Lei
- You have accessThe Determinants of CDS Bid-Ask SpreadsLei Meng and Owain ap GwilymThe Journal of Derivatives Fall 2008, 16 (1) 70-80; DOI: https://doi.org/10.3905/jod.2008.710898
N
Nawalkha, Sanjay K.
- You have accessPricing American Interest Rate Options under the Jump-Extended Vasicek ModelNatalia A. Beliaeva, Sanjay K. Nawalkha and Gloria M. SotoThe Journal of Derivatives Fall 2008, 16 (1) 29-43; DOI: https://doi.org/10.3905/jod.2008.710896
R
Rendleman, Richard J..
- You have accessValuing Multiple Employee Stock Options Issued by the Same CompanyPatrick J. Dennis and Richard J.. RendlemanThe Journal of Derivatives Fall 2008, 16 (1) 44-69; DOI: https://doi.org/10.3905/jod.2008.710897
S
Soto, Gloria M.
- You have accessPricing American Interest Rate Options under the Jump-Extended Vasicek ModelNatalia A. Beliaeva, Sanjay K. Nawalkha and Gloria M. SotoThe Journal of Derivatives Fall 2008, 16 (1) 29-43; DOI: https://doi.org/10.3905/jod.2008.710896
T
Turnbull, Stuart M.
- You have accessThe Subprime Credit Crisis of 2007Michel G. Crouhy, Robert A. Jarrow and Stuart M. TurnbullThe Journal of Derivatives Fall 2008, 16 (1) 81-110; DOI: https://doi.org/10.3905/jod.2008.710899
W
Wang, Jr-Yan
- You have accessVariance Reduction for Multivariate Monte Carlo SimulationJr-Yan WangThe Journal of Derivatives Fall 2008, 16 (1) 7-28; DOI: https://doi.org/10.3905/jod.2008.710895