Table of Contents

Summer 2022; Volume 29,Issue 5

Editor’s Letter

  • Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives Summer 2022, 29 (5) 1-4; DOI: https://doi.org/10.3905/jod.2022.29.5.001

Simplified Option Price Derivations

Wavelet Multiscale and Spillover Analyses of Volatility and Correlation

A Bayesian View on Autocallable Pricing and Risk Management

Delta-Gamma-Like Hedging with Transaction Cost under Reinforcement Learning Technique

SOFR Term Rates from Treasury Repo Pricing

50 Years On: Are Derivatives a “Product from Hell”? Historical Perspectives on 30 Cases of Derivatives Losses

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