Index by author

Fall 2012; Volume 20,Issue 1

C

  1. Carr, Peter

    1. Risk, Return, and Ross Recovery
      Peter Carr and Jiming Yu
      The Journal of Derivatives Fall 2012, 20 (1) 38-59; DOI: https://doi.org/10.3905/jod.2012.20.1.038

D

  1. Derman, Emanuel

    1. Apologia Pro Vita Sua
      Emanuel Derman
      The Journal of Derivatives Fall 2012, 20 (1) 35-37; DOI: https://doi.org/10.3905/jod.2012.20.1.035

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Fall 2012, 20 (1) 1-3; DOI: https://doi.org/10.3905/jod.2012.20.1.001

H

  1. Hill, Joanne M.

    1. The Foundation for Enduring Derivative Markets: Liquidity, Transparency, and Capacity
      Joanne M. Hill
      The Journal of Derivatives Fall 2012, 20 (1) 14-18; DOI: https://doi.org/10.3905/jod.2012.20.1.014

  2. Ho, Thomas

    1. Regulatory Principles for the Financial System
      Thomas Ho, Miguel Palacios and Hans Stoll
      The Journal of Derivatives Fall 2012, 20 (1) 19-37; DOI: https://doi.org/10.3905/jod.2012.20.1.019

  3. Hull, John

    1. CCPs: Their Risks, and How They Can Be Reduced
      John Hull
      The Journal of Derivatives Fall 2012, 20 (1) 26-29; DOI: https://doi.org/10.3905/jod.2012.20.1.026
    2. Ratings Arbitrage and Structured Products
      John Hull and Alan White
      The Journal of Derivatives Fall 2012, 20 (1) 80-86; DOI: https://doi.org/10.3905/jod.2012.20.1.080

J

  1. Jarrow, Robert

    1. Detecting Asset Price Bubbles
      Robert Jarrow
      The Journal of Derivatives Fall 2012, 20 (1) 30-34; DOI: https://doi.org/10.3905/jod.2012.20.1.030

K

  1. Kan, Yu Hang

    1. The Impact of Margin Interest on the Valuation
      of Credit Default Swaps
      Yu Hang Kan and Claus Pedersen
      The Journal of Derivatives Fall 2012, 20 (1) 60-79; DOI: https://doi.org/10.3905/jod.2012.20.1.060

  2. Kritzman, Mark

    1. The Most Successful Theory of Economics
      Mark Kritzman
      The Journal of Derivatives Fall 2012, 20 (1) 10; DOI: https://doi.org/10.3905/jod.2012.20.1.010

P

  1. Palacios, Miguel

    1. Regulatory Principles for the Financial System
      Thomas Ho, Miguel Palacios and Hans Stoll
      The Journal of Derivatives Fall 2012, 20 (1) 19-37; DOI: https://doi.org/10.3905/jod.2012.20.1.019

  2. Pedersen, Claus

    1. The Impact of Margin Interest on the Valuation
      of Credit Default Swaps
      Yu Hang Kan and Claus Pedersen
      The Journal of Derivatives Fall 2012, 20 (1) 60-79; DOI: https://doi.org/10.3905/jod.2012.20.1.060

S

  1. Stoll, Hans

    1. Regulatory Principles for the Financial System
      Thomas Ho, Miguel Palacios and Hans Stoll
      The Journal of Derivatives Fall 2012, 20 (1) 19-37; DOI: https://doi.org/10.3905/jod.2012.20.1.019

W

  1. White, Alan

    1. Is the Derivatives Business Too Big?
      Alan White
      The Journal of Derivatives Fall 2012, 20 (1) 11-13; DOI: https://doi.org/10.3905/jod.2012.20.1.011
    2. Ratings Arbitrage and Structured Products
      John Hull and Alan White
      The Journal of Derivatives Fall 2012, 20 (1) 80-86; DOI: https://doi.org/10.3905/jod.2012.20.1.080

Y

  1. Yu, Jiming

    1. Risk, Return, and Ross Recovery
      Peter Carr and Jiming Yu
      The Journal of Derivatives Fall 2012, 20 (1) 38-59; DOI: https://doi.org/10.3905/jod.2012.20.1.038
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives: 20 (1)
The Journal of Derivatives
Vol. 20, Issue 1
Fall 2012
Sign up for alerts