The Journal of Derivatives: 22 (4)

The Journal of Derivatives

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
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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
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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
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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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