Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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