Table of Contents
Fall 1999; Volume 7,Issue 1
D
Duan, Jin-chuan
- You have accessPricing Foreign Currency and Cross-Currency Options Under GARCHJin-chuan Duan and Jason z. WeiThe Journal of Derivatives Fall 1999, 7 (1) 51-63; DOI: https://doi.org/10.3905/jod.1999.319110
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Fall 1999, 7 (1) 1-2; DOI: https://doi.org/10.3905/jod.1999.390879
G
Glasserman, Paul
- You have accessImportance Sampling in the Heath-Jarrow-Morton FrameworkPaul Glasserman, Philip Heidelberger and Perwez ShahabuddinThe Journal of Derivatives Fall 1999, 7 (1) 32-50; DOI: https://doi.org/10.3905/jod.1999.319109
H
Heidelberger, Philip
- You have accessImportance Sampling in the Heath-Jarrow-Morton FrameworkPaul Glasserman, Philip Heidelberger and Perwez ShahabuddinThe Journal of Derivatives Fall 1999, 7 (1) 32-50; DOI: https://doi.org/10.3905/jod.1999.319109
Hoang, Philip
- You have accessEndowment Warrant ValuationPhilip Hoang, John G. Powell and Jing ShiThe Journal of Derivatives Fall 1999, 7 (1) 91-103; DOI: https://doi.org/10.3905/jod.1999.319108
J
Janosi, Tibor
- You have accessAn Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand DepositsTibor Janosi, Robert A Jarrow and Ferdinando ZulloThe Journal of Derivatives Fall 1999, 7 (1) 8-31; DOI: https://doi.org/10.3905/jod.1999.319107
Jarrow, Robert A
- You have accessAn Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand DepositsTibor Janosi, Robert A Jarrow and Ferdinando ZulloThe Journal of Derivatives Fall 1999, 7 (1) 8-31; DOI: https://doi.org/10.3905/jod.1999.319107
L
Lyuu, Yuh-Dauh
- You have accessA General Computational Method for Calibration Based on Differential TreesYuh-Dauh LyuuThe Journal of Derivatives Fall 1999, 7 (1) 79-90; DOI: https://doi.org/10.3905/jod.1999.319105
P
Powell, John G.
- You have accessEndowment Warrant ValuationPhilip Hoang, John G. Powell and Jing ShiThe Journal of Derivatives Fall 1999, 7 (1) 91-103; DOI: https://doi.org/10.3905/jod.1999.319108
S
Shahabuddin, Perwez
- You have accessImportance Sampling in the Heath-Jarrow-Morton FrameworkPaul Glasserman, Philip Heidelberger and Perwez ShahabuddinThe Journal of Derivatives Fall 1999, 7 (1) 32-50; DOI: https://doi.org/10.3905/jod.1999.319109
Shi, Jing
- You have accessEndowment Warrant ValuationPhilip Hoang, John G. Powell and Jing ShiThe Journal of Derivatives Fall 1999, 7 (1) 91-103; DOI: https://doi.org/10.3905/jod.1999.319108
T
Taylor, James W.
- You have accessA Quantile Regression Approach to Estimating the Distribution of Multiperiod ReturnsJames W. TaylorThe Journal of Derivatives Fall 1999, 7 (1) 64-78; DOI: https://doi.org/10.3905/jod.1999.319106
W
Wei, Jason z.
- You have accessPricing Foreign Currency and Cross-Currency Options Under GARCHJin-chuan Duan and Jason z. WeiThe Journal of Derivatives Fall 1999, 7 (1) 51-63; DOI: https://doi.org/10.3905/jod.1999.319110
Z
Zullo, Ferdinando
- You have accessAn Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand DepositsTibor Janosi, Robert A Jarrow and Ferdinando ZulloThe Journal of Derivatives Fall 1999, 7 (1) 8-31; DOI: https://doi.org/10.3905/jod.1999.319107