The Journal of Derivatives: 16 (3)

The Journal of Derivatives

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
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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 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
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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
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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