Table of Contents
Spring 2019; Volume 26,Issue 3
C
Chatterjee, Rupak
- You have accessPricing Bermudan Variance Swaptions Using Multinomial TreesHonglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022
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Diao, Xundi
- You have accessA General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment MatchingFeifan Wu, Xundi Diao and Chongfeng WuThe Journal of Derivatives Spring 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072
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Fabozzi, Frank J.
- You have accessEvolution of Real Estate Derivatives and Their PricingFrank J. Fabozzi, Robert J. Shiller and Radu S. TunaruThe Journal of Derivatives Spring 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
Florescu, Ionuţ
- You have accessPricing Bermudan Variance Swaptions Using Multinomial TreesHonglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022
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Godin, Frédéric
- You have accessA Closed-Form Solution for the Global Quadratic Hedging of Options under Geometric Gaussian Random WalksFrédéric GodinThe Journal of Derivatives Spring 2019, 26 (3) 97-107; DOI: https://doi.org/10.3905/jod.2019.1.071
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Khah, Sara Abed Masror
- You have accessThe Determinants of CoCo Bond PricesSara Abed Masror Khah, Theo Vermaelen and Christian C. P. WolffThe Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
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Leiss, Matthias
- You have accessCurrency Target Zones as Mirrored OptionsSandro Claudio Lera, Matthias Leiss and Didier SornetteThe Journal of Derivatives Spring 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
Lera, Sandro Claudio
- You have accessCurrency Target Zones as Mirrored OptionsSandro Claudio Lera, Matthias Leiss and Didier SornetteThe Journal of Derivatives Spring 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
Lonon, Thomas
- You have accessPricing Bermudan Variance Swaptions Using Multinomial TreesHonglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022
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Nagy, László
- You have accessVolatility Surface Calibration to Illiquid OptionsLászló Nagy and Mihály OrmosThe Journal of Derivatives Spring 2019, 26 (3) 87-96; DOI: https://doi.org/10.3905/jod.2019.26.3.087
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Ormos, Mihály
- You have accessVolatility Surface Calibration to Illiquid OptionsLászló Nagy and Mihály OrmosThe Journal of Derivatives Spring 2019, 26 (3) 87-96; DOI: https://doi.org/10.3905/jod.2019.26.3.087
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Pimbley, Joseph M.
- Open AccessEditor’s LetterJoseph M. PimbleyThe Journal of Derivatives Spring 2019, 26 (3) 1-3; DOI: https://doi.org/10.3905/jod.2019.26.3.001
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Shiller, Robert J.
- You have accessEvolution of Real Estate Derivatives and Their PricingFrank J. Fabozzi, Robert J. Shiller and Radu S. TunaruThe Journal of Derivatives Spring 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
Sornette, Didier
- You have accessCurrency Target Zones as Mirrored OptionsSandro Claudio Lera, Matthias Leiss and Didier SornetteThe Journal of Derivatives Spring 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
T
Tunaru, Radu S.
- You have accessEvolution of Real Estate Derivatives and Their PricingFrank J. Fabozzi, Robert J. Shiller and Radu S. TunaruThe Journal of Derivatives Spring 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
V
Vermaelen, Theo
- You have accessThe Determinants of CoCo Bond PricesSara Abed Masror Khah, Theo Vermaelen and Christian C. P. WolffThe Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
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Wolff, Christian C. P.
- You have accessThe Determinants of CoCo Bond PricesSara Abed Masror Khah, Theo Vermaelen and Christian C. P. WolffThe Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
Wu, Chongfeng
- You have accessA General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment MatchingFeifan Wu, Xundi Diao and Chongfeng WuThe Journal of Derivatives Spring 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072
Wu, Feifan
- You have accessA General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment MatchingFeifan Wu, Xundi Diao and Chongfeng WuThe Journal of Derivatives Spring 2019, 26 (3) 68-86; DOI: https://doi.org/10.3905/jod.2019.1.072
Z
Zhao, Honglei
- You have accessPricing Bermudan Variance Swaptions Using Multinomial TreesHonglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe 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
Vol. 26, Issue 3
Spring 2019