Table of Contents

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
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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