The Journal of Derivatives: 18 (4)

The Journal of Derivatives

Summer 2011; Volume 18,Issue 4

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Summer 2011, 18 (4) 1-2; DOI: https://doi.org/10.3905/jod.2011.18.4.001
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A LETTER FROM THE DIRECTOR OF THE IAFE
David Jaffe

The Journal of Derivatives Summer 2011, 18 (4) 8; DOI: https://doi.org/10.3905/jod.2011.18.4.008
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What Does Implied Volatility Skew Measure?
Scott Mixon

The Journal of Derivatives Summer 2011, 18 (4) 9-25; DOI: https://doi.org/10.3905/jod.2011.18.4.009
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A Simple and Accurate Simulation Approach to the
Heston Model
Jianwei Zhu

The Journal of Derivatives Summer 2011, 18 (4) 26-36; DOI: https://doi.org/10.3905/jod.2011.18.4.026
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Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian Options
Chuang-Chang Chang, Tzu-Hsiang Liao and Chueh-Yung Tsao

The Journal of Derivatives Summer 2011, 18 (4) 37-53; DOI: https://doi.org/10.3905/jod.2011.18.4.037
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The Pricing of Path-Dependent Structured Financial
Retail Products: The Case of Bonus Certificates
Rainer Baule and Christian Tallau

The Journal of Derivatives Summer 2011, 18 (4) 54-71; DOI: https://doi.org/10.3905/jod.2011.18.4.054
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Locally Capped Investment Products and the Retail
Investor
Carole Bernard, Phelim P. Boyle and William Gornall

The Journal of Derivatives Summer 2011, 18 (4) 72-88; DOI: https://doi.org/10.3905/jod.2011.18.4.072
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Risk Management Models: Construction, Testing, Usage
Robert A. Jarrow

The Journal of Derivatives Summer 2011, 18 (4) 89-98; DOI: https://doi.org/10.3905/jod.2011.18.4.089

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