Index by author

Winter 2013; Volume 21,Issue 2

A

  1. Albanese, Claudio

    1. 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

  2. Anderluh, Jasper

    1. 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

C

  1. Christoffersen, Peter

    1. 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

F

  1. Figlewski, Stephen

    1. 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

J

  1. Jacobs, Kris

    1. 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

L

  1. Li, David

    1. 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

  2. Lobachevskiy, Edgar

    1. 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

M

  1. Meester, Ludolf

    1. 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

  2. Meissner, Gunter

    1. 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

N

  1. Numpacharoen, Kawee

    1. 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

O

  1. Ornthanalai, Chayawat

    1. 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

R

  1. Ratcliff, Ryan

    1. 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
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives: 21 (2)
The Journal of Derivatives
Vol. 21, Issue 2
Winter 2013
Sign up for alerts