The Journal of Derivatives: 21 (4)

The Journal of Derivatives

Summer 2014; Volume 21,Issue 4

Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Summer 2014, 21 (4) 1-2; DOI: https://doi.org/10.3905/jod.2014.21.4.001
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Barrier Caps and Floors under the LIBOR Market Model with Double Exponential Jumps
Jui-Jane Chang, Son-Nan Chen, Chun-Chao Wang and Ting-Pin Wu

The Journal of Derivatives Summer 2014, 21 (4) 7-24; DOI: https://doi.org/10.3905/jod.2014.21.4.007
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Analytical Bound on the Cost of Illiquidity for Equity Securities Subject to Sale Restrictions
Stillian Ghaidarov

The Journal of Derivatives Summer 2014, 21 (4) 31-48; DOI: https://doi.org/10.3905/jod.2014.21.4.031
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Which Types of Traders and Orders Profit from Futures Market Trading?
Chun-Nan Chen, Carl R. Chen and Ying Sophie Huang

The Journal of Derivatives Summer 2014, 21 (4) 49-62; DOI: https://doi.org/10.3905/jod.2014.21.4.049
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Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options Market
Wan-Chien Chiu, Han-Hsing Lee and Chih-Wei Wang

The Journal of Derivatives Summer 2014, 21 (4) 63-81; DOI: https://doi.org/10.3905/jod.2014.21.4.063
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Pricing Composite and Quanto Derivatives under Stochastic Correlation and Stochastic Volatility
Jacinto Marabel Romo

The Journal of Derivatives Summer 2014, 21 (4) 82-102; DOI: https://doi.org/10.3905/jod.2014.21.4.082
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Moment-Matching Approximations for Asian Options
Chien-Ling Lo, Kenneth J. Palmer and Min-Teh Yu

The Journal of Derivatives Summer 2014, 21 (4) 103-122; DOI: https://doi.org/10.3905/jod.2014.21.4.103

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