Table of Contents

Primary Article

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  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