Table of Contents

Article

• Open Access

  Editor’s Letter

  Stephen Figlewski

  The Journal of Derivatives Spring 2011, 18 (3) 1-2; DOI: https://doi.org/10.3905/jod.2011.18.3.001
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  Accelerating the Calibration of Stochastic Volatility Models

  Fiodar Kilin

  The Journal of Derivatives Spring 2011, 18 (3) 7-16; DOI: https://doi.org/10.3905/jod.2011.18.3.007
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  Extracting Risk-Neutral Density and Its Moments from American Option Prices

  Yisong S. Tian

  The Journal of Derivatives Spring 2011, 18 (3) 17-34; DOI: https://doi.org/10.3905/jod.2011.18.3.017
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  The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing

  Sheri Markose and Amadeo Alentorn

  The Journal of Derivatives Spring 2011, 18 (3) 35-60; DOI: https://doi.org/10.3905/jod.2011.18.3.035
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  Force-Fitting CDS Spreads to CDS Index Swaps

  Dominic O’Kane

  The Journal of Derivatives Spring 2011, 18 (3) 61-74; DOI: https://doi.org/10.3905/jod.2011.18.3.061
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  Valuation of Long-Term Flexible Gas Contracts

  Lars Holden, Anders Løland and Ola Lindqvist

  The Journal of Derivatives Spring 2011, 18 (3) 75-85; DOI: https://doi.org/10.3905/jod.2011.18.3.075