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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

Fall 2009; Volume 17,Issue 1

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2009, 17 (1) 1-2; DOI: https://doi.org/10.3905/JOD.2009.17.1.001
  • You have access
    A LETTER FROM THE DIRECTOR OF THE IAFE
    The Journal of Derivatives Fall 2009, 17 (1) 6; DOI: https://doi.org/10.3905/JOD.2009.17.1.006
  • You have access
    Asymmetric Dependence Implications for Extreme Risk Management
    Georges Tsafack
    The Journal of Derivatives Fall 2009, 17 (1) 7-20; DOI: https://doi.org/10.3905/JOD.2009.17.1.007
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    Analytical Valuation of Barrier Interest Rate Options Under Market Models
    Ting-Pin Wu and Son-Nan Chen
    The Journal of Derivatives Fall 2009, 17 (1) 21-37; DOI: https://doi.org/10.3905/JOD.2009.17.1.021
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    Empirical Properties of Straddle Returns
    Felix Goltz and Wan Ni Lai
    The Journal of Derivatives Fall 2009, 17 (1) 38-48; DOI: https://doi.org/10.3905/JOD.2009.17.1.038
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    A Lattice Approach to Pricing of Multivariate Contingent Claims with Regime Switching
    M.I.M Wahab and Chi-Guhn Lee
    The Journal of Derivatives Fall 2009, 17 (1) 49-61; DOI: https://doi.org/10.3905/JOD.2009.17.1.049
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    Mr. Madoff’s Amazing Returns: An Analysis of the Split-Strike Conversion Strategy
    Carole Bernard and Phelim P Boyle
    The Journal of Derivatives Fall 2009, 17 (1) 62-76; DOI: https://doi.org/10.3905/JOD.2009.17.1.062
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The Journal of Derivatives: 17 (1)
The Journal of Derivatives
Vol. 17, Issue 1
Fall 2009
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