Index by author

Primary Article

• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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