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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

Summer 2012; Volume 19,Issue 4
  • 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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives: 19 (4)
The Journal of Derivatives
Vol. 19, Issue 4
Summer 2012
  • Table of Contents
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