Table of Contents

Spring 1997; Volume 4,Issue 3

A

  1. Alexander, C.O.

    1. On the Covariance Matrices Used in Value at Risk Models
      C.O. Alexander and C.T. Leigh
      The Journal of Derivatives Spring 1997, 4 (3) 50-62; DOI: https://doi.org/10.3905/jod.1997.407974

B

  1. Boudoukh, Jacob

    1. Investigation of a Class of Volatility Estimators
      Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw
      The Journal of Derivatives Spring 1997, 4 (3) 63-71; DOI: https://doi.org/10.3905/jod.1997.407973

D

  1. Duffie, Darrell

    1. An Overview of Value at Risk
      Darrell Duffie and Jun Pan
      The Journal of Derivatives Spring 1997, 4 (3) 7-49; DOI: https://doi.org/10.3905/jod.1997.407971

J

  1. Jackson, Patricia

    1. Bank Capital and Value at Risk
      Patricia Jackson, David J Maude and William Perraudin
      The Journal of Derivatives Spring 1997, 4 (3) 73-89; DOI: https://doi.org/10.3905/jod.1997.407972

L

  1. Leigh, C.T.

    1. On the Covariance Matrices Used in Value at Risk Models
      C.O. Alexander and C.T. Leigh
      The Journal of Derivatives Spring 1997, 4 (3) 50-62; DOI: https://doi.org/10.3905/jod.1997.407974

M

  1. Marshall, Chris

    1. Value at Risk
      Chris Marshall and Michael Siegel
      The Journal of Derivatives Spring 1997, 4 (3) 91-111; DOI: https://doi.org/10.3905/jod.1997.407975

  2. Maude, David J

    1. Bank Capital and Value at Risk
      Patricia Jackson, David J Maude and William Perraudin
      The Journal of Derivatives Spring 1997, 4 (3) 73-89; DOI: https://doi.org/10.3905/jod.1997.407972

P

  1. Pan, Jun

    1. An Overview of Value at Risk
      Darrell Duffie and Jun Pan
      The Journal of Derivatives Spring 1997, 4 (3) 7-49; DOI: https://doi.org/10.3905/jod.1997.407971

  2. Perraudin, William

    1. Bank Capital and Value at Risk
      Patricia Jackson, David J Maude and William Perraudin
      The Journal of Derivatives Spring 1997, 4 (3) 73-89; DOI: https://doi.org/10.3905/jod.1997.407972

R

  1. Richardson, Matthew

    1. Investigation of a Class of Volatility Estimators
      Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw
      The Journal of Derivatives Spring 1997, 4 (3) 63-71; DOI: https://doi.org/10.3905/jod.1997.407973

S

  1. Siegel, Michael

    1. Value at Risk
      Chris Marshall and Michael Siegel
      The Journal of Derivatives Spring 1997, 4 (3) 91-111; DOI: https://doi.org/10.3905/jod.1997.407975

W

  1. Whitelaw, Robert F.

    1. Investigation of a Class of Volatility Estimators
      Jacob Boudoukh, Matthew Richardson and Robert F. Whitelaw
      The Journal of Derivatives Spring 1997, 4 (3) 63-71; DOI: https://doi.org/10.3905/jod.1997.407973
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The Journal of Derivatives
Vol. 4, Issue 3
Spring 1997
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