Table of Contents
Winter 2013; Volume 21,Issue 2
A
Albanese, Claudio
- You have accessA Comparative Analysis of Correlation Approaches in FinanceClaudio Albanese, David Li, Edgar Lobachevskiy and Gunter MeissnerThe Journal of Derivatives Winter 2013, 21 (2) 42-66; DOI: https://doi.org/10.3905/jod.2013.21.2.042
Anderluh, Jasper
- You have accessPricing Options with Non-Standard Barrier MechanismsJasper Anderluh and Ludolf MeesterThe Journal of Derivatives Winter 2013, 21 (2) 75-88; DOI: https://doi.org/10.3905/jod.2013.21.2.075
C
Christoffersen, Peter
- You have accessGARCH Option Valuation: Theory and EvidencePeter Christoffersen, Kris Jacobs and Chayawat OrnthanalaiThe Journal of Derivatives Winter 2013, 21 (2) 8-41; DOI: https://doi.org/10.3905/jod.2013.21.2.008
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Winter 2013, 21 (2) 1-2; DOI: https://doi.org/10.3905/jod.2013.21.2.001
J
Jacobs, Kris
- You have accessGARCH Option Valuation: Theory and EvidencePeter Christoffersen, Kris Jacobs and Chayawat OrnthanalaiThe Journal of Derivatives Winter 2013, 21 (2) 8-41; DOI: https://doi.org/10.3905/jod.2013.21.2.008
L
Li, David
- You have accessA Comparative Analysis of Correlation Approaches in FinanceClaudio Albanese, David Li, Edgar Lobachevskiy and Gunter MeissnerThe Journal of Derivatives Winter 2013, 21 (2) 42-66; DOI: https://doi.org/10.3905/jod.2013.21.2.042
Lobachevskiy, Edgar
- You have accessA Comparative Analysis of Correlation Approaches in FinanceClaudio Albanese, David Li, Edgar Lobachevskiy and Gunter MeissnerThe Journal of Derivatives Winter 2013, 21 (2) 42-66; DOI: https://doi.org/10.3905/jod.2013.21.2.042
M
Meester, Ludolf
- You have accessPricing Options with Non-Standard Barrier MechanismsJasper Anderluh and Ludolf MeesterThe Journal of Derivatives Winter 2013, 21 (2) 75-88; DOI: https://doi.org/10.3905/jod.2013.21.2.075
Meissner, Gunter
- You have accessA Comparative Analysis of Correlation Approaches in FinanceClaudio Albanese, David Li, Edgar Lobachevskiy and Gunter MeissnerThe Journal of Derivatives Winter 2013, 21 (2) 42-66; DOI: https://doi.org/10.3905/jod.2013.21.2.042
N
Numpacharoen, Kawee
- You have accessWeighted Average Correlation Matrices Method for Correlation Stress Testing and Sensitivity AnalysisKawee NumpacharoenThe Journal of Derivatives Winter 2013, 21 (2) 67-74; DOI: https://doi.org/10.3905/jod.2013.21.2.067
O
Ornthanalai, Chayawat
- You have accessGARCH Option Valuation: Theory and EvidencePeter Christoffersen, Kris Jacobs and Chayawat OrnthanalaiThe Journal of Derivatives Winter 2013, 21 (2) 8-41; DOI: https://doi.org/10.3905/jod.2013.21.2.008
R
Ratcliff, Ryan
- You have accessRelative Option Prices and Risk-Neutral Skew as Predictors of Index ReturnsRyan RatcliffThe Journal of Derivatives Winter 2013, 21 (2) 89-105; DOI: https://doi.org/10.3905/jod.2013.21.2.089