Index by author

Summer 2010; Volume 17,Issue 4

B

  1. Beliaeva, Natalia A

    1. 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

D

  1. Dai, Tian-Shyr

    1. 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

F

  1. Figlewski, Stephen

    1. 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
    2. 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

J

  1. Jabbour, George M.

    1. 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

K

  1. Kramin, Marat V.

    1. 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

L

  1. Lin, Shu-Hui

    1. 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

  2. Lyuu, Yuh-Dauh

    1. 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

M

  1. Moles, Peter

    1. 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

P

  1. Pan, Ging-Ginq

    1. 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

S

  1. Sanjay K., Nawalkha

    1. 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

  2. Shiu, Yung-Ming

    1. 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
    2. 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

W

  1. Wu, Tu-Cheng

    1. 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

Y

  1. Young, Stephen D.

    1. 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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The Journal of Derivatives: 17 (4)
The Journal of Derivatives
Vol. 17, Issue 4
Summer 2010
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