The Journal of Derivatives: 20 (4)

The Journal of Derivatives

Summer 2013; Volume 20,Issue 4

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