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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Fall 1999; Volume 7,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 1999, 7 (1) 1-2; DOI: https://doi.org/10.3905/jod.1999.390879

Primary Article

  • You have access
    An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits
    Tibor Janosi, Robert A Jarrow and Ferdinando Zullo
    The Journal of Derivatives Fall 1999, 7 (1) 8-31; DOI: https://doi.org/10.3905/jod.1999.319107
  • You have access
    Importance Sampling in the Heath-Jarrow-Morton Framework
    Paul Glasserman, Philip Heidelberger and Perwez Shahabuddin
    The Journal of Derivatives Fall 1999, 7 (1) 32-50; DOI: https://doi.org/10.3905/jod.1999.319109
  • You have access
    Pricing Foreign Currency and Cross-Currency Options Under GARCH
    Jin-chuan Duan and Jason z. Wei
    The Journal of Derivatives Fall 1999, 7 (1) 51-63; DOI: https://doi.org/10.3905/jod.1999.319110
  • You have access
    A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns
    James W. Taylor
    The Journal of Derivatives Fall 1999, 7 (1) 64-78; DOI: https://doi.org/10.3905/jod.1999.319106
  • You have access
    A General Computational Method for Calibration Based on Differential Trees
    Yuh-Dauh Lyuu
    The Journal of Derivatives Fall 1999, 7 (1) 79-90; DOI: https://doi.org/10.3905/jod.1999.319105
  • You have access
    Endowment Warrant Valuation
    Philip Hoang, John G. Powell and Jing Shi
    The Journal of Derivatives Fall 1999, 7 (1) 91-103; DOI: https://doi.org/10.3905/jod.1999.319108
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The Journal of Derivatives
Vol. 7, Issue 1
Fall 1999
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