Table of Contents

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

Back to top

Explore our content to discover more relevant research

In this issue