Table of Contents

Summer 2015; Volume 22,Issue 4

C

  1. Chen, Ren-Raw

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Gupta, Sudip

    1. 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

H

  1. He, Wei

    1. 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

J

  1. Jones, Robert A.

    1. 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

K

  1. Kopeliovich, Yaacov

    1. 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

N

  1. Novosyolov, Arcady

    1. 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

S

  1. Satchkov, Daniel

    1. 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

  2. Schachter, Barry

    1. 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

  3. Stentoft, Lars

    1. 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

  4. Suchintabandid, Sira

    1. 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

  5. Sundaram, Rangarajan K.

    1. 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

T

  1. Tuckman, Bruce

    1. 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

W

  1. Wu, Yan Wendy

    1. 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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The Journal of Derivatives: 22 (4)
The Journal of Derivatives
Vol. 22, Issue 4
Summer 2015
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