The Journal of Derivatives: 20 (2)

The Journal of Derivatives

Winter 2012; Volume 20,Issue 2

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Winter 2012, 20 (2) 1-3; DOI: https://doi.org/10.3905/jod.2012.20.2.001
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Are Hedge Funds Systemically Important?
Gregory W. Brown, Jeremiah Green and John R.M. Hand

The Journal of Derivatives Winter 2012, 20 (2) 8-25; DOI: https://doi.org/10.3905/jod.2012.20.2.008
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Pricing Contingent Convertibles: A Derivatives Approach
Jan De Spiegeleer and Wim Schoutens

The Journal of Derivatives Winter 2012, 20 (2) 27-36; DOI: https://doi.org/10.3905/jod.2012.20.2.027
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Samuelson Hypothesis and Carry Arbitrage
Robert Brooks

The Journal of Derivatives Winter 2012, 20 (2) 37-65; DOI: https://doi.org/10.3905/jod.2012.20.2.037
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A Forward Shooting Grid Method for Option Pricing with Stochastic Volatility
Massimo Costabile, Ivar Massabó and Emilio Russo

The Journal of Derivatives Winter 2012, 20 (2) 67-78; DOI: https://doi.org/10.3905/jod.2012.20.2.067
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Easy Gram–Charlier Valuations of Options
Ray Popovic and David Goldsman

The Journal of Derivatives Winter 2012, 20 (2) 79-97; DOI: https://doi.org/10.3905/jod.2012.20.2.079