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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Fall 1998; Volume 6,Issue 1

Primary Article

  • You have access
    Stress Testing in a Value at Risk Framework
    Paul H. Kupiec
    The Journal of Derivatives Fall 1998, 6 (1) 7-24; DOI: https://doi.org/10.3905/jod.1998.408008
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    The Inefficiency Costs of Guaranteed Investment Products
    Brett L. Robinson
    The Journal of Derivatives Fall 1998, 6 (1) 25-37; DOI: https://doi.org/10.3905/jod.1998.408009
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    Valuing Options in Regime-Switching Models
    Nicolas P.B. Bollen
    The Journal of Derivatives Fall 1998, 6 (1) 38-49; DOI: https://doi.org/10.3905/jod.1998.408011
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    Valuation of Discrete Barrier Options by Interpolations
    Jason Z. Wei
    The Journal of Derivatives Fall 1998, 6 (1) 51-73; DOI: https://doi.org/10.3905/jod.1998.408010
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    Robust Hedging Using Futures Contracts with an Application to Emerging Markets
    Antonio Marcos. Duarte and Beatriz Vaz De Melo Mendes
    The Journal of Derivatives Fall 1998, 6 (1) 75-95; DOI: https://doi.org/10.3905/jod.1998.408007
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    A Markov Chain Model for Valuing Credit Risk Derivatives
    Masaaki Kijima and Katsuya Komoribayashi
    The Journal of Derivatives Fall 1998, 6 (1) 97-108; DOI: https://doi.org/10.3905/jod.1998.408006
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The Journal of Derivatives
Vol. 6, Issue 1
Fall 1998
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