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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

Summer 2009; Volume 16,Issue 4

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Summer 2009, 16 (4) 1-2; DOI: https://doi.org/10.3905/JOD.2009.16.4.001
  • You have access
    A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
    X. Burtschell, Jonathan Gregory and Jean-Paul Laurent
    The Journal of Derivatives Summer 2009, 16 (4) 9-37; DOI: https://doi.org/10.3905/JOD.2009.16.4.009
  • You have access
    Cross-Sectional Analysis of Risk-Neutral Skewness
    Stephen J Taylor, Pradeep K Yadav and Yuanyuan Zhang
    The Journal of Derivatives Summer 2009, 16 (4) 38-52; DOI: https://doi.org/10.3905/JOD.2009.16.4.038
  • You have access
    A Multi-Factor Cross-Currency LIBOR Market Model
    Wolfgang Benner, Lyudmil Zyapkov and Stephan Jortzik
    The Journal of Derivatives Summer 2009, 16 (4) 53-71; DOI: https://doi.org/10.3905/JOD.2009.16.4.053
  • You have access
    Pricing Parisian Options by Generating Functions
    Bing-Qing Li and Hai-Jian Zhao
    The Journal of Derivatives Summer 2009, 16 (4) 72-81; DOI: https://doi.org/10.3905/JOD.2009.16.4.072
  • You have access
    On Perpetual American Strangles
    Franck Moraux
    The Journal of Derivatives Summer 2009, 16 (4) 82-97; DOI: https://doi.org/10.3905/JOD.2009.16.4.082
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The Journal of Derivatives
Vol. 16, Issue 4
Summer 2009
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