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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Spring 2009; Volume 16,Issue 3
  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2009, 16 (3) 1-3; DOI: https://doi.org/10.3905/JOD.2009.16.3.001
  • You have access
    The Normal Inverse Gaussian Distribution and the Pricing of Derivatives
    Anders Eriksson, Eric Ghysels and Fangfang Wang
    The Journal of Derivatives Spring 2009, 16 (3) 23-37; DOI: https://doi.org/10.3905/JOD.2009.16.3.023
  • You have access
    Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model
    Ting-Pin Wu and Son-Nan Chen
    The Journal of Derivatives Spring 2009, 16 (3) 38-52; DOI: https://doi.org/10.3905/JOD.2009.16.3.038
  • You have access
    Viewing the Financial Crisis from 20,000 Feet Up
    Stephen Figlewski
    The Journal of Derivatives Spring 2009, 16 (3) 53-61; DOI: https://doi.org/10.3905/JOD.2009.16.3.053

Article

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    The Impact of Jump Dynamics on the Predictive Power of Option-Implied Densities
    Yaw-Huei Wang
    The Journal of Derivatives Spring 2009, 16 (3) 9-22; DOI: https://doi.org/10.3905/JOD.2009.16.3.009
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The Journal of Derivatives
Vol. 16, Issue 3
Spring 2009
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