Index by author
Spring 2010; Volume 17,Issue 3
C
Costabile, Massimo
- You have accessA Simplified Approach to Approximate Diffusion Processes Widely Used in FinanceMassimo Costabile and Ivar MassabóThe Journal of Derivatives Spring 2010, 17 (3) 65-85; DOI: https://doi.org/10.3905/jod.2010.17.3.065
D
Dowd, Kevin
- You have accessUsing Order Statistics to Estimate Confidence Intervals for Quantile-Based Risk MeasuresKevin DowdThe Journal of Derivatives Spring 2010, 17 (3) 9-14; DOI: https://doi.org/10.3905/jod.2010.17.3.009
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Spring 2010, 17 (3) 1-2; DOI: https://doi.org/10.3905/jod.2010.17.3.001
G
Ghamami, Samim
- You have accessEfficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion ProcessSheldon M Ross and Samim GhamamiThe Journal of Derivatives Spring 2010, 17 (3) 45-52; DOI: https://doi.org/10.3905/jod.2010.17.3.045
M
Massabó, Ivar
- You have accessA Simplified Approach to Approximate Diffusion Processes Widely Used in FinanceMassimo Costabile and Ivar MassabóThe Journal of Derivatives Spring 2010, 17 (3) 65-85; DOI: https://doi.org/10.3905/jod.2010.17.3.065
O
Orosi, Greg
- You have accessImproved Implementation of Local Volatility and Its Application to S&P 500 Index OptionsGreg OrosiThe Journal of Derivatives Spring 2010, 17 (3) 53-64; DOI: https://doi.org/10.3905/jod.2010.17.3.053
R
Ross, Sheldon M
- You have accessEfficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion ProcessSheldon M Ross and Samim GhamamiThe Journal of Derivatives Spring 2010, 17 (3) 45-52; DOI: https://doi.org/10.3905/jod.2010.17.3.045
S
Schwartz, Eduardo S
- You have accessVariance Risk Premia in Energy CommoditiesAnders B Trolle and Eduardo S SchwartzThe Journal of Derivatives Spring 2010, 17 (3) 15-32; DOI: https://doi.org/10.3905/jod.2010.17.3.015
T
Trolle, Anders B
- You have accessVariance Risk Premia in Energy CommoditiesAnders B Trolle and Eduardo S SchwartzThe Journal of Derivatives Spring 2010, 17 (3) 15-32; DOI: https://doi.org/10.3905/jod.2010.17.3.015
W
Wong, Mark C.W
- You have accessAnalytical VaR and Expected Shortfall for Quadratic PortfoliosMeng-Lan Yueh and Mark C.W WongThe Journal of Derivatives Spring 2010, 17 (3) 33-44; DOI: https://doi.org/10.3905/jod.2010.17.3.033
Y
Yueh, Meng-Lan
- You have accessAnalytical VaR and Expected Shortfall for Quadratic PortfoliosMeng-Lan Yueh and Mark C.W WongThe Journal of Derivatives Spring 2010, 17 (3) 33-44; DOI: https://doi.org/10.3905/jod.2010.17.3.033