Index by author
Fall 2013; Volume 21,Issue 1
A
Areal, Nelson
- You have accessFast Trees for Options with Discrete DividendsNelson Areal and Artur RodriguesThe Journal of Derivatives Fall 2013, 21 (1) 49-63; DOI: https://doi.org/10.3905/jod.2013.21.1.049
B
Berg, Tobias
- You have accessExtracting the Equity Premium from CDS SpreadsTobias Berg and Christoph KasererThe Journal of Derivatives Fall 2013, 21 (1) 8-26; DOI: https://doi.org/10.3905/jod.2013.21.1.008
C
Chuang, Chienmin
- You have accessValuation of Perpetual Strangles: A Quasi-Analytical ApproachChienmin ChuangThe Journal of Derivatives Fall 2013, 21 (1) 64-72; DOI: https://doi.org/10.3905/jod.2013.21.1.064
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Fall 2013, 21 (1) 1-2; DOI: https://doi.org/10.3905/jod.2013.21.1.001
G
Giannikos, Christos
- You have accessThe 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial FirmsChristos Giannikos, Hany Guirguis and Michael SuenThe Journal of Derivatives Fall 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027
Guirguis, Hany
- You have accessThe 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial FirmsChristos Giannikos, Hany Guirguis and Michael SuenThe Journal of Derivatives Fall 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027
K
Kaserer, Christoph
- You have accessExtracting the Equity Premium from CDS SpreadsTobias Berg and Christoph KasererThe Journal of Derivatives Fall 2013, 21 (1) 8-26; DOI: https://doi.org/10.3905/jod.2013.21.1.008
Kawaller, Ira G.
- You have accessHedge Effectiveness Testing RevisitedIra G. Kawaller and Paul D. KochThe Journal of Derivatives Fall 2013, 21 (1) 83-94; DOI: https://doi.org/10.3905/jod.2013.21.1.083
Koch, Paul D.
- You have accessHedge Effectiveness Testing RevisitedIra G. Kawaller and Paul D. KochThe Journal of Derivatives Fall 2013, 21 (1) 83-94; DOI: https://doi.org/10.3905/jod.2013.21.1.083
R
Rodrigues, Artur
- You have accessFast Trees for Options with Discrete DividendsNelson Areal and Artur RodriguesThe Journal of Derivatives Fall 2013, 21 (1) 49-63; DOI: https://doi.org/10.3905/jod.2013.21.1.049
S
Suen, Michael
- You have accessThe 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial FirmsChristos Giannikos, Hany Guirguis and Michael SuenThe Journal of Derivatives Fall 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027
T
Tuckman, Bruce
- You have accessEmbedded Financing: The Unsung Virtue of DerivativesBruce TuckmanThe Journal of Derivatives Fall 2013, 21 (1) 73-82; DOI: https://doi.org/10.3905/jod.2013.21.1.073