Table of Contents
Spring 1997; Volume 4,Issue 3
A
Alexander, C.O.
- You have accessOn the Covariance Matrices Used in Value at Risk ModelsC.O. Alexander and C.T. LeighThe Journal of Derivatives Spring 1997, 4 (3) 50-62; DOI: https://doi.org/10.3905/jod.1997.407974
B
Boudoukh, Jacob
- You have accessInvestigation of a Class of Volatility EstimatorsJacob Boudoukh, Matthew Richardson and Robert F. WhitelawThe Journal of Derivatives Spring 1997, 4 (3) 63-71; DOI: https://doi.org/10.3905/jod.1997.407973
D
Duffie, Darrell
- You have accessAn Overview of Value at RiskDarrell Duffie and Jun PanThe Journal of Derivatives Spring 1997, 4 (3) 7-49; DOI: https://doi.org/10.3905/jod.1997.407971
J
Jackson, Patricia
- You have accessBank Capital and Value at RiskPatricia Jackson, David J Maude and William PerraudinThe Journal of Derivatives Spring 1997, 4 (3) 73-89; DOI: https://doi.org/10.3905/jod.1997.407972
L
Leigh, C.T.
- You have accessOn the Covariance Matrices Used in Value at Risk ModelsC.O. Alexander and C.T. LeighThe Journal of Derivatives Spring 1997, 4 (3) 50-62; DOI: https://doi.org/10.3905/jod.1997.407974
M
Marshall, Chris
- You have accessValue at RiskChris Marshall and Michael SiegelThe Journal of Derivatives Spring 1997, 4 (3) 91-111; DOI: https://doi.org/10.3905/jod.1997.407975
Maude, David J
- You have accessBank Capital and Value at RiskPatricia Jackson, David J Maude and William PerraudinThe Journal of Derivatives Spring 1997, 4 (3) 73-89; DOI: https://doi.org/10.3905/jod.1997.407972
P
Pan, Jun
- You have accessAn Overview of Value at RiskDarrell Duffie and Jun PanThe Journal of Derivatives Spring 1997, 4 (3) 7-49; DOI: https://doi.org/10.3905/jod.1997.407971
Perraudin, William
- You have accessBank Capital and Value at RiskPatricia Jackson, David J Maude and William PerraudinThe Journal of Derivatives Spring 1997, 4 (3) 73-89; DOI: https://doi.org/10.3905/jod.1997.407972
R
Richardson, Matthew
- You have accessInvestigation of a Class of Volatility EstimatorsJacob Boudoukh, Matthew Richardson and Robert F. WhitelawThe Journal of Derivatives Spring 1997, 4 (3) 63-71; DOI: https://doi.org/10.3905/jod.1997.407973
S
Siegel, Michael
- You have accessValue at RiskChris Marshall and Michael SiegelThe Journal of Derivatives Spring 1997, 4 (3) 91-111; DOI: https://doi.org/10.3905/jod.1997.407975
W
Whitelaw, Robert F.
- You have accessInvestigation of a Class of Volatility EstimatorsJacob Boudoukh, Matthew Richardson and Robert F. WhitelawThe Journal of Derivatives Spring 1997, 4 (3) 63-71; DOI: https://doi.org/10.3905/jod.1997.407973