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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Index by author

Fall 1998; Volume 6,Issue 1
  • A
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  • K
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B

  1. Bollen, Nicolas P.B.

    1. You have access
      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

D

  1. Duarte, Antonio Marcos.

    1. You have access
      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

K

  1. Kijima, Masaaki

    1. You have access
      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
  2. Komoribayashi, Katsuya

    1. You have access
      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
  3. Kupiec, Paul H.

    1. 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

M

  1. Mendes, Beatriz Vaz De Melo

    1. You have access
      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

R

  1. Robinson, Brett L.

    1. You have access
      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

W

  1. Wei, Jason Z.

    1. You have access
      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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The Journal of Derivatives
Vol. 6, Issue 1
Fall 1998
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