Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

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

  • You have access
    Sharp Analytical Lower Bounds for the Price of a Convertible Bond
    Amelie Hüttner and Jan-Frederik Mai
    The Journal of Derivatives Winter 2018, 26 (2) 7-18; DOI: https://doi.org/10.3905/jod.2018.26.2.007

Curve-Fitting Method for Implied Volatility

  • You have access
    Curve-Fitting Method for Implied Volatility
    Desheng Wu and Tianxiang Liu
    The Journal of Derivatives Winter 2018, 26 (2) 19-37; DOI: https://doi.org/10.3905/jod.2018.26.2.019

Option Writing: Using VIX to Improve Returns

  • You have access
    Option Writing: Using VIX to Improve Returns
    Burton G. Malkiel, Alex Rinaudo and Atanu Saha
    The Journal of Derivatives Winter 2018, 26 (2) 38-49; DOI: https://doi.org/10.3905/jod.2018.26.2.038

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

  • You have access
    Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
    Ming-Che Chuang, Shih-Kuei Lin and Mi-Hsiu Chiang
    The Journal of Derivatives Winter 2018, 26 (2) 50-69; DOI: https://doi.org/10.3905/jod.2018.1.069

Asymmetric Dynamics between Informed Trading Activity and Credit Default Swaps

  • You have access
    Asymmetric Dynamics between Informed Trading Activity and Credit Default Swaps
    Wen-Cheng Hu and Alex YiHou Huang
    The Journal of Derivatives Winter 2018, 26 (2) 70-85; DOI: https://doi.org/10.3905/jod.2018.1.070

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

  • You have access
    Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein Model
    Massimo Costabile
    The Journal of Derivatives Winter 2018, 26 (2) 86-94; DOI: https://doi.org/10.3905/jod.2018.26.2.086
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives: 26 (2)
The Journal of Derivatives
Vol. 26, Issue 2
Winter 2018
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies