Index by author

Article

• 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
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  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
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  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