Table of Contents

Article

• 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