Index by author
Summer 2015; Volume 22,Issue 4
C
Chen, Ren-Raw
- You have accessThe Valuation of Compound Options: A Correction and an ExtensionRen-Raw Chen and Wei HeThe Journal of Derivatives Summer 2015, 22 (4) 92-104; DOI: https://doi.org/10.3905/jod.2015.22.4.092
F
Figlewski, Stephen
- Open AccessEditor’s LetterStephen FiglewskiThe Journal of Derivatives Summer 2015, 22 (4) 1-2; DOI: https://doi.org/10.3905/jod.2015.22.4.001
G
Gupta, Sudip
- You have accessMispricing and Arbitrage in CDS AuctionsSudip Gupta and Rangarajan K. SundaramThe Journal of Derivatives Summer 2015, 22 (4) 79-91; DOI: https://doi.org/10.3905/jod.2015.22.4.079
H
He, Wei
- You have accessThe Valuation of Compound Options: A Correction and an ExtensionRen-Raw Chen and Wei HeThe Journal of Derivatives Summer 2015, 22 (4) 92-104; DOI: https://doi.org/10.3905/jod.2015.22.4.092
J
Jones, Robert A.
- You have accessCredit Exposure and Valuation of Revolving Credit LinesRobert A. Jones and Yan Wendy WuThe Journal of Derivatives Summer 2015, 22 (4) 37-53; DOI: https://doi.org/10.3905/jod.2015.22.4.037
K
Kopeliovich, Yaacov
- You have accessRobust Risk Estimation and Hedging: A Reverse Stress Testing ApproachYaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry SchachterThe Journal of Derivatives Summer 2015, 22 (4) 10-25; DOI: https://doi.org/10.3905/jod.2015.22.4.010
N
Novosyolov, Arcady
- You have accessRobust Risk Estimation and Hedging: A Reverse Stress Testing ApproachYaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry SchachterThe Journal of Derivatives Summer 2015, 22 (4) 10-25; DOI: https://doi.org/10.3905/jod.2015.22.4.010
S
Satchkov, Daniel
- You have accessRobust Risk Estimation and Hedging: A Reverse Stress Testing ApproachYaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry SchachterThe Journal of Derivatives Summer 2015, 22 (4) 10-25; DOI: https://doi.org/10.3905/jod.2015.22.4.010
Schachter, Barry
- You have accessRobust Risk Estimation and Hedging: A Reverse Stress Testing ApproachYaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry SchachterThe Journal of Derivatives Summer 2015, 22 (4) 10-25; DOI: https://doi.org/10.3905/jod.2015.22.4.010
Stentoft, Lars
- You have accessWhat We Can Learn from Pricing 139,879 Individual Stock OptionsLars StentoftThe Journal of Derivatives Summer 2015, 22 (4) 54-78; DOI: https://doi.org/10.3905/jod.2015.22.4.054
Suchintabandid, Sira
- You have accessModeling Term Structure of Default CorrelationSira SuchintabandidThe Journal of Derivatives Summer 2015, 22 (4) 26-36; DOI: https://doi.org/10.3905/jod.2015.22.4.026
Sundaram, Rangarajan K.
- You have accessMispricing and Arbitrage in CDS AuctionsSudip Gupta and Rangarajan K. SundaramThe Journal of Derivatives Summer 2015, 22 (4) 79-91; DOI: https://doi.org/10.3905/jod.2015.22.4.079
T
Tuckman, Bruce
- You have accessBook ReviewBruce TuckmanThe Journal of Derivatives Summer 2015, 22 (4) 105-106; DOI: https://doi.org/10.3905/jod.2015.22.4.105
W
Wu, Yan Wendy
- You have accessCredit Exposure and Valuation of Revolving Credit LinesRobert A. Jones and Yan Wendy WuThe Journal of Derivatives Summer 2015, 22 (4) 37-53; DOI: https://doi.org/10.3905/jod.2015.22.4.037