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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

Summer 2010; Volume 17,Issue 4

Article

  • 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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Derivatives: 17 (4)
The Journal of Derivatives
Vol. 17, Issue 4
Summer 2010
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