The Journal of Derivatives: 17 (4)

The Journal of Derivatives

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Summer 2010; Volume 17,Issue 4

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Summer 2010, 17 (4) 1-2; DOI: https://doi.org/10.3905/jod.2010.17.4.001
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The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing
Tian-Shyr Dai and Yuh-Dauh Lyuu

The Journal of Derivatives Summer 2010, 17 (4) 7-24; DOI: https://doi.org/10.3905/jod.2010.17.4.007
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A Simple Approach to Pricing American Options Under the Heston Stochastic Volatility Model
Natalia A Beliaeva and Nawalkha Sanjay K.

The Journal of Derivatives Summer 2010, 17 (4) 25-43; DOI: https://doi.org/10.3905/jod.2010.17.4.025
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Structural Default Modeling: A Lattice-Based Approach
George M. Jabbour, Marat V. Kramin and Stephen D. Young

The Journal of Derivatives Summer 2010, 17 (4) 44-53; DOI: https://doi.org/10.3905/jod.2010.17.4.044
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Impact of Net Buying Pressure on Changes in Implied Volatility: Before and After the Onset of the Subprime Crisis
Yung-Ming Shiu, Ging-Ginq Pan, Shu-Hui Lin and Tu-Cheng Wu

The Journal of Derivatives Summer 2010, 17 (4) 54-66; DOI: https://doi.org/10.3905/jod.2010.17.4.054
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What Motivates Banks to Use Derivatives: Evidence from Taiwan
Yung-Ming Shiu and Peter Moles

The Journal of Derivatives Summer 2010, 17 (4) 67-78; DOI: https://doi.org/10.3905/jod.2010.17.4.067
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BOOK REVIEW: Derivatives: Principles and Practice
Stephen Figlewski

The Journal of Derivatives Summer 2010, 17 (4) 79-81; DOI: https://doi.org/10.3905/jod.2010.17.4.079

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