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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives: 21 (2)
The Journal of Derivatives
Vol. 21, Issue 2
Winter 2013
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