The Journal of Derivatives: 18 (3)

The Journal of Derivatives

Spring 2011; Volume 18,Issue 3

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