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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

Spring 2014; Volume 21,Issue 3
  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2014, 21 (3) 1-3; DOI: https://doi.org/10.3905/jod.2014.21.3.001
  • You have access
    Aggregating Information in Option Transactions
    Richard Holowczak, Jianfeng Hu and Liuren Wu
    The Journal of Derivatives Spring 2014, 21 (3) 9-23; DOI: https://doi.org/10.3905/jod.2014.21.3.009
  • You have access
    Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA
    Samim Ghamami and Lisa R. Goldberg
    The Journal of Derivatives Spring 2014, 21 (3) 24-35; DOI: https://doi.org/10.3905/jod.2014.21.3.024
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    Constant Proportion Portfolio Insurance: Discrete-Time Trading and Gap Risk Coverage
    Cathrine Jessen
    The Journal of Derivatives Spring 2014, 21 (3) 36-53; DOI: https://doi.org/10.3905/jod.2014.21.3.036
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    The VIX Futures Basis: Evidence and Trading Strategies
    David P. Simon and Jim Campasano
    The Journal of Derivatives Spring 2014, 21 (3) 54-69; DOI: https://doi.org/10.3905/jod.2014.21.3.054
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    Intraday Trading and Bid–Ask Spread Characteristics for SPX and SPY Options
    Suchismita Mishra and Robert T. Daigler
    The Journal of Derivatives Spring 2014, 21 (3) 70-84; DOI: https://doi.org/10.3905/jod.2014.21.3.070
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    The Valuation of Market-Leveraged Stock Units
    John Hull and Alan White
    The Journal of Derivatives Spring 2014, 21 (3) 85-90; DOI: https://doi.org/10.3905/jod.2014.21.3.085
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The Journal of Derivatives: 21 (3)
The Journal of Derivatives
Vol. 21, Issue 3
Spring 2014
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