Table of Contents

Article

• 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