Table of Contents

Fall 2015; Volume 23,Issue 1

D

  1. Dupoyet, Brice

    1. Interest Rates and Credit Spread Dynamics
      Robert Neal, Douglas Rolph, Brice Dupoyet and Xiaoquan Jiang
      The Journal of Derivatives Fall 2015, 23 (1) 25-39; DOI: https://doi.org/10.3905/jod.2015.23.1.025

F

  1. Figlewski, Stephen

    1. Open Access
      Editor’s Letter
      Stephen Figlewski
      The Journal of Derivatives Fall 2015, 23 (1) 1-3; DOI: https://doi.org/10.3905/jod.2015.23.1.001

  2. Francke, Marc K.

    1. Risk-Neutral Valuation of Real Estate Derivatives
      David van Bragt, Marc K. Francke, Stefan N. Singor and Antoon Pelsser
      The Journal of Derivatives Fall 2015, 23 (1) 89-110; DOI: https://doi.org/10.3905/jod.2015.23.1.089

J

  1. Jiang, Xiaoquan

    1. Interest Rates and Credit Spread Dynamics
      Robert Neal, Douglas Rolph, Brice Dupoyet and Xiaoquan Jiang
      The Journal of Derivatives Fall 2015, 23 (1) 25-39; DOI: https://doi.org/10.3905/jod.2015.23.1.025

K

  1. Kim, Jun Sik

    1. Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between U.S. and Korean Markets
      Jun Sik Kim, Doojin Ryu and Sung Won Seo
      The Journal of Derivatives Fall 2015, 23 (1) 73-88; DOI: https://doi.org/10.3905/jod.2015.23.1.073

L

  1. Luo, Xiaolin

    1. Pricing TARNs Using a Finite Difference Method
      Xiaolin Luo and Pavel V. Shevchenko
      The Journal of Derivatives Fall 2015, 23 (1) 62-72; DOI: https://doi.org/10.3905/jod.2015.23.1.062

M

  1. Mazzoni, Thomas

    1. A GARCH Parameterization of the Volatility Surface
      Thomas Mazzoni
      The Journal of Derivatives Fall 2015, 23 (1) 9-24; DOI: https://doi.org/10.3905/jod.2015.23.1.009

N

  1. Neal, Robert

    1. Interest Rates and Credit Spread Dynamics
      Robert Neal, Douglas Rolph, Brice Dupoyet and Xiaoquan Jiang
      The Journal of Derivatives Fall 2015, 23 (1) 25-39; DOI: https://doi.org/10.3905/jod.2015.23.1.025

O

  1. Orosi, Greg

    1. Estimating Option-Implied Risk-Neutral Densities: A Novel Parametric Approach
      Greg Orosi
      The Journal of Derivatives Fall 2015, 23 (1) 41-61; DOI: https://doi.org/10.3905/jod.2015.23.1.041

P

  1. Pelsser, Antoon

    1. Risk-Neutral Valuation of Real Estate Derivatives
      David van Bragt, Marc K. Francke, Stefan N. Singor and Antoon Pelsser
      The Journal of Derivatives Fall 2015, 23 (1) 89-110; DOI: https://doi.org/10.3905/jod.2015.23.1.089

R

  1. Rolph, Douglas

    1. Interest Rates and Credit Spread Dynamics
      Robert Neal, Douglas Rolph, Brice Dupoyet and Xiaoquan Jiang
      The Journal of Derivatives Fall 2015, 23 (1) 25-39; DOI: https://doi.org/10.3905/jod.2015.23.1.025

  2. Ryu, Doojin

    1. Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between U.S. and Korean Markets
      Jun Sik Kim, Doojin Ryu and Sung Won Seo
      The Journal of Derivatives Fall 2015, 23 (1) 73-88; DOI: https://doi.org/10.3905/jod.2015.23.1.073

S

  1. Seo, Sung Won

    1. Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between U.S. and Korean Markets
      Jun Sik Kim, Doojin Ryu and Sung Won Seo
      The Journal of Derivatives Fall 2015, 23 (1) 73-88; DOI: https://doi.org/10.3905/jod.2015.23.1.073

  2. Shevchenko, Pavel V.

    1. Pricing TARNs Using a Finite Difference Method
      Xiaolin Luo and Pavel V. Shevchenko
      The Journal of Derivatives Fall 2015, 23 (1) 62-72; DOI: https://doi.org/10.3905/jod.2015.23.1.062

  3. Singor, Stefan N.

    1. Risk-Neutral Valuation of Real Estate Derivatives
      David van Bragt, Marc K. Francke, Stefan N. Singor and Antoon Pelsser
      The Journal of Derivatives Fall 2015, 23 (1) 89-110; DOI: https://doi.org/10.3905/jod.2015.23.1.089

V

  1. van Bragt, David

    1. Risk-Neutral Valuation of Real Estate Derivatives
      David van Bragt, Marc K. Francke, Stefan N. Singor and Antoon Pelsser
      The Journal of Derivatives Fall 2015, 23 (1) 89-110; DOI: https://doi.org/10.3905/jod.2015.23.1.089
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The Journal of Derivatives: 23 (1)
The Journal of Derivatives
Vol. 23, Issue 1
Fall 2015
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