Table of Contents

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
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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