Index by author

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. 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. 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. 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. 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. 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. 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. 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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