Index by author
Winter 2010; Volume 18,Issue 2
B
Bunn, Derek W.
- You have accessThe Efficiency of Network Transmission Rights
as Derivatives on Energy Supply ChainsDerek W. Bunn and Maria MartocciaThe Journal of Derivatives Winter 2010, 18 (2) 46-57; DOI: https://doi.org/10.3905/jod.2010.18.2.046
C
Chen, Son-Nan
- You have accessModifying the LMM to Price Constant Maturity SwapsTing-Pin Wu and Son-Nan ChenThe Journal of Derivatives Winter 2010, 18 (2) 20-32; DOI: https://doi.org/10.3905/jod.2010.18.2.020
D
Daglish, Toby
- You have accessLattice Methods for No-Arbitrage Pricing of Interest Rate SecuritiesToby DaglishThe Journal of Derivatives Winter 2010, 18 (2) 7-19; DOI: https://doi.org/10.3905/jod.2010.18.2.007
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Winter 2010, 18 (2) 1-2; DOI: https://doi.org/10.3905/jod.2010.18.2.001
H
Hainaut, Donatien
- You have accessAn Interest Rate Tree Driven by a Lévy ProcessDonatien Hainaut and Renaud MacGilchristThe Journal of Derivatives Winter 2010, 18 (2) 33-45; DOI: https://doi.org/10.3905/jod.2010.18.2.033
M
MacGilchrist, Renaud
- You have accessAn Interest Rate Tree Driven by a Lévy ProcessDonatien Hainaut and Renaud MacGilchristThe Journal of Derivatives Winter 2010, 18 (2) 33-45; DOI: https://doi.org/10.3905/jod.2010.18.2.033
Martoccia, Maria
- You have accessThe Efficiency of Network Transmission Rights
as Derivatives on Energy Supply ChainsDerek W. Bunn and Maria MartocciaThe Journal of Derivatives Winter 2010, 18 (2) 46-57; DOI: https://doi.org/10.3905/jod.2010.18.2.046
R
Reiswich, Dimitri
- You have accessA Guide to FX Options Quoting ConventionsDimitri Reiswich and Uwe WystupThe Journal of Derivatives Winter 2010, 18 (2) 58-68; DOI: https://doi.org/10.3905/jod.2010.18.2.058
W
Wu, Ting-Pin
- You have accessModifying the LMM to Price Constant Maturity SwapsTing-Pin Wu and Son-Nan ChenThe Journal of Derivatives Winter 2010, 18 (2) 20-32; DOI: https://doi.org/10.3905/jod.2010.18.2.020
Wystup, Uwe
- You have accessA Guide to FX Options Quoting ConventionsDimitri Reiswich and Uwe WystupThe Journal of Derivatives Winter 2010, 18 (2) 58-68; DOI: https://doi.org/10.3905/jod.2010.18.2.058