Table of Contents

Spring 2010; Volume 17,Issue 3

C

  1. Costabile, Massimo

    1. A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance
      Massimo Costabile and Ivar Massabó
      The Journal of Derivatives Spring 2010, 17 (3) 65-85; DOI: https://doi.org/10.3905/jod.2010.17.3.065

D

  1. Dowd, Kevin

    1. Using Order Statistics to Estimate Confidence Intervals for Quantile-Based Risk Measures
      Kevin Dowd
      The Journal of Derivatives Spring 2010, 17 (3) 9-14; DOI: https://doi.org/10.3905/jod.2010.17.3.009

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Spring 2010, 17 (3) 1-2; DOI: https://doi.org/10.3905/jod.2010.17.3.001

G

  1. Ghamami, Samim

    1. Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process
      Sheldon M Ross and Samim Ghamami
      The Journal of Derivatives Spring 2010, 17 (3) 45-52; DOI: https://doi.org/10.3905/jod.2010.17.3.045

M

  1. Massabó, Ivar

    1. A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance
      Massimo Costabile and Ivar Massabó
      The Journal of Derivatives Spring 2010, 17 (3) 65-85; DOI: https://doi.org/10.3905/jod.2010.17.3.065

O

  1. Orosi, Greg

    1. Improved Implementation of Local Volatility and Its Application to S&P 500 Index Options
      Greg Orosi
      The Journal of Derivatives Spring 2010, 17 (3) 53-64; DOI: https://doi.org/10.3905/jod.2010.17.3.053

R

  1. Ross, Sheldon M

    1. Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process
      Sheldon M Ross and Samim Ghamami
      The Journal of Derivatives Spring 2010, 17 (3) 45-52; DOI: https://doi.org/10.3905/jod.2010.17.3.045

S

  1. Schwartz, Eduardo S

    1. Variance Risk Premia in Energy Commodities
      Anders B Trolle and Eduardo S Schwartz
      The Journal of Derivatives Spring 2010, 17 (3) 15-32; DOI: https://doi.org/10.3905/jod.2010.17.3.015

T

  1. Trolle, Anders B

    1. Variance Risk Premia in Energy Commodities
      Anders B Trolle and Eduardo S Schwartz
      The Journal of Derivatives Spring 2010, 17 (3) 15-32; DOI: https://doi.org/10.3905/jod.2010.17.3.015

W

  1. Wong, Mark C.W

    1. Analytical VaR and Expected Shortfall for Quadratic Portfolios
      Meng-Lan Yueh and Mark C.W Wong
      The Journal of Derivatives Spring 2010, 17 (3) 33-44; DOI: https://doi.org/10.3905/jod.2010.17.3.033

Y

  1. Yueh, Meng-Lan

    1. Analytical VaR and Expected Shortfall for Quadratic Portfolios
      Meng-Lan Yueh and Mark C.W Wong
      The Journal of Derivatives Spring 2010, 17 (3) 33-44; DOI: https://doi.org/10.3905/jod.2010.17.3.033
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The Journal of Derivatives: 17 (3)
The Journal of Derivatives
Vol. 17, Issue 3
Spring 2010
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