Table of Contents

Fall 1998; Volume 6,Issue 1

B

  1. Bollen, Nicolas P.B.

    1. 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. 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. 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. 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. 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. 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. 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. 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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