The Journal of Derivatives: 21 (2)

The Journal of Derivatives

Winter 2013; Volume 21,Issue 2

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Winter 2013, 21 (2) 1-2; DOI: https://doi.org/10.3905/jod.2013.21.2.001
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GARCH Option Valuation: Theory and Evidence
Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai

The Journal of Derivatives Winter 2013, 21 (2) 8-41; DOI: https://doi.org/10.3905/jod.2013.21.2.008
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A Comparative Analysis of Correlation Approaches in Finance
Claudio Albanese, David Li, Edgar Lobachevskiy and Gunter Meissner

The Journal of Derivatives Winter 2013, 21 (2) 42-66; DOI: https://doi.org/10.3905/jod.2013.21.2.042
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Weighted Average Correlation Matrices Method for Correlation Stress Testing and Sensitivity Analysis
Kawee Numpacharoen

The Journal of Derivatives Winter 2013, 21 (2) 67-74; DOI: https://doi.org/10.3905/jod.2013.21.2.067
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Pricing Options with Non-Standard Barrier Mechanisms
Jasper Anderluh and Ludolf Meester

The Journal of Derivatives Winter 2013, 21 (2) 75-88; DOI: https://doi.org/10.3905/jod.2013.21.2.075
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Relative Option Prices and Risk-Neutral Skew as Predictors of Index Returns
Ryan Ratcliff

The Journal of Derivatives Winter 2013, 21 (2) 89-105; DOI: https://doi.org/10.3905/jod.2013.21.2.089