Index by author

Summer 2011; Volume 18,Issue 4

B

  1. Baule, Rainer

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
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