Index by author

Winter 2009; Volume 17,Issue 2

C

  1. Câmara, António

    1. Displaced Jump-Diffusion Option Valuation
      António Câmara, Tim Krehbiel and Weiping Li
      The Journal of Derivatives Winter 2009, 17 (2) 41-58; DOI: https://doi.org/10.3905/JOD.2009.17.2.041

D

  1. Diethelm, Martin

    1. Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland
      Martin Wallmeier and Martin Diethelm
      The Journal of Derivatives Winter 2009, 17 (2) 59-72; DOI: https://doi.org/10.3905/JOD.2009.17.2.059

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Winter 2009, 17 (2) 1-2; DOI: https://doi.org/10.3905/JOD.2009.17.2.001

K

  1. Krehbiel, Tim

    1. Displaced Jump-Diffusion Option Valuation
      António Câmara, Tim Krehbiel and Weiping Li
      The Journal of Derivatives Winter 2009, 17 (2) 41-58; DOI: https://doi.org/10.3905/JOD.2009.17.2.041

L

  1. Li, Weiping

    1. Displaced Jump-Diffusion Option Valuation
      António Câmara, Tim Krehbiel and Weiping Li
      The Journal of Derivatives Winter 2009, 17 (2) 41-58; DOI: https://doi.org/10.3905/JOD.2009.17.2.041

R

  1. Rosenberg, Joshua V

    1. Price Discovery in the Foreign Currency Futures and Spot Market
      Joshua V Rosenberg and Leah G Traub
      The Journal of Derivatives Winter 2009, 17 (2) 7-25; DOI: https://doi.org/10.3905/JOD.2009.17.2.007

S

  1. Schlusche, Bernd

    1. Price Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index Futures
      Bernd Schlusche
      The Journal of Derivatives Winter 2009, 17 (2) 26-40; DOI: https://doi.org/10.3905/JOD.2009.17.2.026

T

  1. Traub, Leah G

    1. Price Discovery in the Foreign Currency Futures and Spot Market
      Joshua V Rosenberg and Leah G Traub
      The Journal of Derivatives Winter 2009, 17 (2) 7-25; DOI: https://doi.org/10.3905/JOD.2009.17.2.007

U

  1. Uhrig-Homburg, Marliese

    1. Futures Price Dynamics of CO2 Emission Allowances: An Empirical Analysis of the Trial Period
      Marliese Uhrig-Homburg and Michael Wagner
      The Journal of Derivatives Winter 2009, 17 (2) 73-88; DOI: https://doi.org/10.3905/JOD.2009.17.2.073

W

  1. Wagner, Michael

    1. Futures Price Dynamics of CO2 Emission Allowances: An Empirical Analysis of the Trial Period
      Marliese Uhrig-Homburg and Michael Wagner
      The Journal of Derivatives Winter 2009, 17 (2) 73-88; DOI: https://doi.org/10.3905/JOD.2009.17.2.073

  2. Wallmeier, Martin

    1. Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland
      Martin Wallmeier and Martin Diethelm
      The Journal of Derivatives Winter 2009, 17 (2) 59-72; DOI: https://doi.org/10.3905/JOD.2009.17.2.059
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The Journal of Derivatives: 17 (2)
The Journal of Derivatives
Vol. 17, Issue 2
Winter 2009
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