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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
  • 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

C

  1. Chen, Son-Nan

    1. 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

E

  1. Eriksson, Anders

    1. 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

F

  1. Figlewski, Stephen

    1. 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
    2. 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

G

  1. Ghysels, Eric

    1. 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

W

  1. Wang, Fangfang

    1. 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
  2. Wang, Yaw-Huei

    1. You have access
      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
  3. Wu, Ting-Pin

    1. 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
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The Journal of Derivatives
Vol. 16, Issue 3
Spring 2009
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