Table of Contents

Article

• 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