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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
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Baule, Rainer

    1. 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
  2. Bernard, Carole

    1. 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
  3. Boyle, Phelim P.

    1. 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

C

  1. Chang, Chuang-Chang

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Gornall, William

    1. 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

J

  1. Jaffe, David

    1. 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
  2. Jarrow, Robert A.

    1. 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

L

  1. Liao, Tzu-Hsiang

    1. 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

M

  1. Mixon, Scott

    1. 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

T

  1. Tallau, Christian

    1. 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
  2. Tsao, Chueh-Yung

    1. 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

Z

  1. Zhu, Jianwei

    1. 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
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The Journal of Derivatives: 18 (4)
The Journal of Derivatives
Vol. 18, Issue 4
Summer 2011
  • Table of Contents
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