Table of Contents

Article

• Open Access

  Editor’s Letter

  Stephen Figlewski

  The Journal of Derivatives Summer 2012, 19 (4) 1-2; DOI: https://doi.org/10.3905/jod.2012.19.4.001
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  Optimal Investment in Structured Bonds

  Pernille Jessen and Peter Løchte Jørgensen

  The Journal of Derivatives Summer 2012, 19 (4) 7-28; DOI: https://doi.org/10.3905/jod.2012.19.4.007
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  American Basket and Spread Option Pricing by a Simple Binomial Tree

  S.A. Borovkova, F.J. Permana and J.A.M. van der Weide

  The Journal of Derivatives Summer 2012, 19 (4) 29-38; DOI: https://doi.org/10.3905/jod.2012.19.4.029
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  Implied ICA: Factor Extraction and Multiasset
  Derivative Pricing

  Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet

  The Journal of Derivatives Summer 2012, 19 (4) 39-52; DOI: https://doi.org/10.3905/jod.2012.19.4.039
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  An Average-Strike Put Option Model of the Marketability Discount

  John D. Finnerty

  The Journal of Derivatives Summer 2012, 19 (4) 53-69; DOI: https://doi.org/10.3905/jod.2012.19.4.053
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  Exchange Rate Market Expectations and Central Bank Policy: The Case of the Mexican Peso/U.S. Dollar from 2005–2009

  Gustavo Lesser Abarca, Guillermo Benavides and José Gonzalo Rangel

  The Journal of Derivatives Summer 2012, 19 (4) 70-90; DOI: https://doi.org/10.3905/jod.2012.19.4.070