Index by author

Spring 1999; Volume 6,Issue 3

Editorial

  • Open Access
    Editor's Letter
    The Journal of Derivatives Spring 1999, 6 (3) 1-2; DOI: https://doi.org/10.3905/jod.1999.390885

Primary Article

  • Value at Risk For Derivatives
    Lina El-Jahel, William Perraudin and Peter Sellin
    The Journal of Derivatives Spring 1999, 6 (3) 7-26; DOI: https://doi.org/10.3905/jod.1999.319116
  • Building Models for Credit Spreads
    Angelo Arvanitis, Jonathan Gregory and Jean-Paul Laurent
    The Journal of Derivatives Spring 1999, 6 (3) 27-43; DOI: https://doi.org/10.3905/jod.1999.319117
  • Valuation of European Options Subject to Financial Distress and Interest Rate risk
    Peter Klein and Michael Inglis
    The Journal of Derivatives Spring 1999, 6 (3) 44-56; DOI: https://doi.org/10.3905/jod.1999.319118
  • Static Hedging of Timing Risk
    Peter Carr and Jean-Francois Picron
    The Journal of Derivatives Spring 1999, 6 (3) 57-70; DOI: https://doi.org/10.3905/jod.1999.319119
  • Pricing Parisan Options
    Richard J. Haber, Phillip J. Schönbucher and Paul Wilmott
    The Journal of Derivatives Spring 1999, 6 (3) 71-79; DOI: https://doi.org/10.3905/jod.1999.319120
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The Journal of Derivatives
Vol. 6, Issue 3
Spring 1999
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