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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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

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Table of Contents

Spring 2019; Volume 26,Issue 3
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

C

  1. Chatterjee, Rupak

    1. You have access
      Pricing Bermudan Variance Swaptions Using Multinomial Trees
      Honglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu
      The Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022

D

  1. Diao, Xundi

    1. You have access
      A General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment Matching
      Feifan Wu, Xundi Diao and Chongfeng Wu
      The Journal of Derivatives Spring 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072

F

  1. Fabozzi, Frank J.

    1. You have access
      Evolution of Real Estate Derivatives and Their Pricing
      Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru
      The Journal of Derivatives Spring 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
  2. Florescu, Ionuţ

    1. You have access
      Pricing Bermudan Variance Swaptions Using Multinomial Trees
      Honglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu
      The Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022

G

  1. Godin, Frédéric

    1. You have access
      A Closed-Form Solution for the Global Quadratic Hedging of Options under Geometric Gaussian Random Walks
      Frédéric Godin
      The Journal of Derivatives Spring 2019, 26 (3) 97-107; DOI: https://doi.org/10.3905/jod.2019.1.071

K

  1. Khah, Sara Abed Masror

    1. You have access
      The Determinants of CoCo Bond Prices
      Sara Abed Masror Khah, Theo Vermaelen and Christian C. P. Wolff
      The Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035

L

  1. Leiss, Matthias

    1. You have access
      Currency Target Zones as Mirrored Options
      Sandro Claudio Lera, Matthias Leiss and Didier Sornette
      The Journal of Derivatives Spring 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
  2. Lera, Sandro Claudio

    1. You have access
      Currency Target Zones as Mirrored Options
      Sandro Claudio Lera, Matthias Leiss and Didier Sornette
      The Journal of Derivatives Spring 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
  3. Lonon, Thomas

    1. You have access
      Pricing Bermudan Variance Swaptions Using Multinomial Trees
      Honglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu
      The Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022

N

  1. Nagy, László

    1. You have access
      Volatility Surface Calibration to Illiquid Options
      László Nagy and Mihály Ormos
      The Journal of Derivatives Spring 2019, 26 (3) 87-96; DOI: https://doi.org/10.3905/jod.2019.26.3.087

O

  1. Ormos, Mihály

    1. You have access
      Volatility Surface Calibration to Illiquid Options
      László Nagy and Mihály Ormos
      The Journal of Derivatives Spring 2019, 26 (3) 87-96; DOI: https://doi.org/10.3905/jod.2019.26.3.087

P

  1. Pimbley, Joseph M.

    1. Open Access
      Editor’s Letter
      Joseph M. Pimbley
      The Journal of Derivatives Spring 2019, 26 (3) 1-3; DOI: https://doi.org/10.3905/jod.2019.26.3.001

S

  1. Shiller, Robert J.

    1. You have access
      Evolution of Real Estate Derivatives and Their Pricing
      Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru
      The Journal of Derivatives Spring 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
  2. Sornette, Didier

    1. You have access
      Currency Target Zones as Mirrored Options
      Sandro Claudio Lera, Matthias Leiss and Didier Sornette
      The Journal of Derivatives Spring 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053

T

  1. Tunaru, Radu S.

    1. You have access
      Evolution of Real Estate Derivatives and Their Pricing
      Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru
      The Journal of Derivatives Spring 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007

V

  1. Vermaelen, Theo

    1. You have access
      The Determinants of CoCo Bond Prices
      Sara Abed Masror Khah, Theo Vermaelen and Christian C. P. Wolff
      The Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035

W

  1. Wolff, Christian C. P.

    1. You have access
      The Determinants of CoCo Bond Prices
      Sara Abed Masror Khah, Theo Vermaelen and Christian C. P. Wolff
      The Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
  2. Wu, Chongfeng

    1. You have access
      A General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment Matching
      Feifan Wu, Xundi Diao and Chongfeng Wu
      The Journal of Derivatives Spring 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072
  3. Wu, Feifan

    1. You have access
      A General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment Matching
      Feifan Wu, Xundi Diao and Chongfeng Wu
      The Journal of Derivatives Spring 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072

Z

  1. Zhao, Honglei

    1. You have access
      Pricing Bermudan Variance Swaptions Using Multinomial Trees
      Honglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu
      The Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022
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The Journal of Derivatives: 26 (3)
The Journal of Derivatives
Vol. 26, Issue 3
Spring 2019
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