Index by author
Summer 2011; Volume 18,Issue 4
B
Baule, Rainer
- You have accessThe Pricing of Path-Dependent Structured Financial
Retail Products: The Case of Bonus CertificatesRainer Baule and Christian TallauThe Journal of Derivatives Summer 2011, 18 (4) 54-71; DOI: https://doi.org/10.3905/jod.2011.18.4.054
Bernard, Carole
- You have accessLocally Capped Investment Products and the Retail
InvestorCarole Bernard, Phelim P. Boyle and William GornallThe Journal of Derivatives Summer 2011, 18 (4) 72-88; DOI: https://doi.org/10.3905/jod.2011.18.4.072
Boyle, Phelim P.
- You have accessLocally Capped Investment Products and the Retail
InvestorCarole Bernard, Phelim P. Boyle and William GornallThe Journal of Derivatives Summer 2011, 18 (4) 72-88; DOI: https://doi.org/10.3905/jod.2011.18.4.072
C
Chang, Chuang-Chang
- You have accessPricing and Hedging Quanto Forward-Starting Floating-Strike Asian OptionsChuang-Chang Chang, Tzu-Hsiang Liao and Chueh-Yung TsaoThe Journal of Derivatives Summer 2011, 18 (4) 37-53; DOI: https://doi.org/10.3905/jod.2011.18.4.037
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Summer 2011, 18 (4) 1-2; DOI: https://doi.org/10.3905/jod.2011.18.4.001
G
Gornall, William
- You have accessLocally Capped Investment Products and the Retail
InvestorCarole Bernard, Phelim P. Boyle and William GornallThe Journal of Derivatives Summer 2011, 18 (4) 72-88; DOI: https://doi.org/10.3905/jod.2011.18.4.072
J
Jaffe, David
- You have accessA LETTER FROM THE DIRECTOR OF THE IAFEDavid JaffeThe Journal of Derivatives Summer 2011, 18 (4) 8; DOI: https://doi.org/10.3905/jod.2011.18.4.008
Jarrow, Robert A.
- You have accessRisk Management Models: Construction, Testing, UsageRobert A. JarrowThe Journal of Derivatives Summer 2011, 18 (4) 89-98; DOI: https://doi.org/10.3905/jod.2011.18.4.089
L
Liao, Tzu-Hsiang
- You have accessPricing and Hedging Quanto Forward-Starting Floating-Strike Asian OptionsChuang-Chang Chang, Tzu-Hsiang Liao and Chueh-Yung TsaoThe Journal of Derivatives Summer 2011, 18 (4) 37-53; DOI: https://doi.org/10.3905/jod.2011.18.4.037
M
Mixon, Scott
- You have accessWhat Does Implied Volatility Skew Measure?Scott MixonThe Journal of Derivatives Summer 2011, 18 (4) 9-25; DOI: https://doi.org/10.3905/jod.2011.18.4.009
T
Tallau, Christian
- You have accessThe Pricing of Path-Dependent Structured Financial
Retail Products: The Case of Bonus CertificatesRainer Baule and Christian TallauThe Journal of Derivatives Summer 2011, 18 (4) 54-71; DOI: https://doi.org/10.3905/jod.2011.18.4.054
Tsao, Chueh-Yung
- You have accessPricing and Hedging Quanto Forward-Starting Floating-Strike Asian OptionsChuang-Chang Chang, Tzu-Hsiang Liao and Chueh-Yung TsaoThe Journal of Derivatives Summer 2011, 18 (4) 37-53; DOI: https://doi.org/10.3905/jod.2011.18.4.037
Z
Zhu, Jianwei
- You have accessA Simple and Accurate Simulation Approach to the
Heston ModelJianwei ZhuThe Journal of Derivatives Summer 2011, 18 (4) 26-36; DOI: https://doi.org/10.3905/jod.2011.18.4.026