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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Winter 2012; Volume 20,Issue 2

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives: 20 (2)
The Journal of Derivatives
Vol. 20, Issue 2
Winter 2012
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