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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Summer 2011; Volume 18,Issue 4

Article

  • 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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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In this issue

The Journal of Derivatives: 18 (4)
The Journal of Derivatives
Vol. 18, Issue 4
Summer 2011
  • Table of Contents
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