Index by author

Fall 2013; Volume 21,Issue 1

A

  1. Areal, Nelson

    1. Fast Trees for Options with Discrete Dividends
      Nelson Areal and Artur Rodrigues
      The Journal of Derivatives Fall 2013, 21 (1) 49-63; DOI: https://doi.org/10.3905/jod.2013.21.1.049

B

  1. Berg, Tobias

    1. Extracting the Equity Premium from CDS Spreads
      Tobias Berg and Christoph Kaserer
      The Journal of Derivatives Fall 2013, 21 (1) 8-26; DOI: https://doi.org/10.3905/jod.2013.21.1.008

C

  1. Chuang, Chienmin

    1. Valuation of Perpetual Strangles: A Quasi-Analytical Approach
      Chienmin Chuang
      The Journal of Derivatives Fall 2013, 21 (1) 64-72; DOI: https://doi.org/10.3905/jod.2013.21.1.064

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Fall 2013, 21 (1) 1-2; DOI: https://doi.org/10.3905/jod.2013.21.1.001

G

  1. Giannikos, Christos

    1. The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms
      Christos Giannikos, Hany Guirguis and Michael Suen
      The Journal of Derivatives Fall 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027

  2. Guirguis, Hany

    1. The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms
      Christos Giannikos, Hany Guirguis and Michael Suen
      The Journal of Derivatives Fall 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027

K

  1. Kaserer, Christoph

    1. Extracting the Equity Premium from CDS Spreads
      Tobias Berg and Christoph Kaserer
      The Journal of Derivatives Fall 2013, 21 (1) 8-26; DOI: https://doi.org/10.3905/jod.2013.21.1.008

  2. Kawaller, Ira G.

    1. Hedge Effectiveness Testing Revisited
      Ira G. Kawaller and Paul D. Koch
      The Journal of Derivatives Fall 2013, 21 (1) 83-94; DOI: https://doi.org/10.3905/jod.2013.21.1.083

  3. Koch, Paul D.

    1. Hedge Effectiveness Testing Revisited
      Ira G. Kawaller and Paul D. Koch
      The Journal of Derivatives Fall 2013, 21 (1) 83-94; DOI: https://doi.org/10.3905/jod.2013.21.1.083

R

  1. Rodrigues, Artur

    1. Fast Trees for Options with Discrete Dividends
      Nelson Areal and Artur Rodrigues
      The Journal of Derivatives Fall 2013, 21 (1) 49-63; DOI: https://doi.org/10.3905/jod.2013.21.1.049

S

  1. Suen, Michael

    1. The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms
      Christos Giannikos, Hany Guirguis and Michael Suen
      The Journal of Derivatives Fall 2013, 21 (1) 27-48; DOI: https://doi.org/10.3905/jod.2013.21.1.027

T

  1. Tuckman, Bruce

    1. Embedded Financing: The Unsung Virtue of Derivatives
      Bruce Tuckman
      The Journal of Derivatives Fall 2013, 21 (1) 73-82; DOI: https://doi.org/10.3905/jod.2013.21.1.073
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The Journal of Derivatives: 21 (1)
The Journal of Derivatives
Vol. 21, Issue 1
Fall 2013
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