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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

Summer 2015; Volume 22,Issue 4
  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Summer 2015, 22 (4) 1-2; DOI: https://doi.org/10.3905/jod.2015.22.4.001
  • You have access
    Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach
    Yaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry Schachter
    The Journal of Derivatives Summer 2015, 22 (4) 10-25; DOI: https://doi.org/10.3905/jod.2015.22.4.010
  • You have access
    Modeling Term Structure of Default Correlation
    Sira Suchintabandid
    The Journal of Derivatives Summer 2015, 22 (4) 26-36; DOI: https://doi.org/10.3905/jod.2015.22.4.026
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    Credit Exposure and Valuation of Revolving Credit Lines
    Robert A. Jones and Yan Wendy Wu
    The Journal of Derivatives Summer 2015, 22 (4) 37-53; DOI: https://doi.org/10.3905/jod.2015.22.4.037
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    What We Can Learn from Pricing 139,879 Individual Stock Options
    Lars Stentoft
    The Journal of Derivatives Summer 2015, 22 (4) 54-78; DOI: https://doi.org/10.3905/jod.2015.22.4.054
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    Mispricing and Arbitrage in CDS Auctions
    Sudip Gupta and Rangarajan K. Sundaram
    The Journal of Derivatives Summer 2015, 22 (4) 79-91; DOI: https://doi.org/10.3905/jod.2015.22.4.079
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    The Valuation of Compound Options: A Correction and an Extension
    Ren-Raw Chen and Wei He
    The Journal of Derivatives Summer 2015, 22 (4) 92-104; DOI: https://doi.org/10.3905/jod.2015.22.4.092
  • You have access
    Book Review
    Bruce Tuckman
    The Journal of Derivatives Summer 2015, 22 (4) 105-106; DOI: https://doi.org/10.3905/jod.2015.22.4.105
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The Journal of Derivatives: 22 (4)
The Journal of Derivatives
Vol. 22, Issue 4
Summer 2015
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