Index by author

Article

• Open Access

  Editor’s Letter

  Stephen Figlewski

  The Journal of Derivatives Summer 2013, 20 (4) 1-2; DOI: https://doi.org/10.3905/jod.2013.20.4.001
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  Counterparty Credit Risk and American
  Options

  Peter Klein and Jun Yang

  The Journal of Derivatives Summer 2013, 20 (4) 7-21; DOI: https://doi.org/10.3905/jod.2013.20.4.007
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  Static Hedging and Pricing American
  Knock-Out Options

  San-Lin Chung, Pai-Ta Shih and Wei-Che Tsai

  The Journal of Derivatives Summer 2013, 20 (4) 23-48; DOI: https://doi.org/10.3905/jod.2013.20.4.023
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  Valuing Interest Rate Swaps Using
  Overnight Indexed Swap (OIS) Discounting

  Donald J. Smith

  The Journal of Derivatives Summer 2013, 20 (4) 49-59; DOI: https://doi.org/10.3905/jod.2013.20.4.049
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  The Role of Options in Long
  Horizon Portfolio Choice

  Sinan Tan

  The Journal of Derivatives Summer 2013, 20 (4) 60-77; DOI: https://doi.org/10.3905/jod.2013.20.4.060
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  The Fine Structure of Currency Returns
  Implied in One-Touch Options

  Ralf Buesser

  The Journal of Derivatives Summer 2013, 20 (4) 78-98; DOI: https://doi.org/10.3905/jod.2013.20.4.078