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Winter 2018; Volume 26,Issue 2

Editor’s Letter

  • Open Access
    Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives Winter 2018, 26 (2) 1-2; DOI: https://doi.org/10.3905/jod.2018.26.2.001

Sharp Analytical Lower Bounds for the Price of a Convertible Bond

Curve-Fitting Method for Implied Volatility

Option Writing: Using VIX to Improve Returns

Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps

Asymmetric Dynamics between Informed Trading Activity and Credit Default Swaps

Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein Model

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The Journal of Derivatives: 26 (2)
The Journal of Derivatives
Vol. 26, Issue 2
Winter 2018
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