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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Table of Contents

Fall 1999; Volume 7,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

D

  1. Duan, Jin-chuan

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Glasserman, Paul

    1. 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

H

  1. Heidelberger, Philip

    1. 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
  2. Hoang, Philip

    1. 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

J

  1. Janosi, Tibor

    1. 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
  2. Jarrow, Robert A

    1. 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

L

  1. Lyuu, Yuh-Dauh

    1. 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

P

  1. Powell, John G.

    1. 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

S

  1. Shahabuddin, Perwez

    1. 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
  2. Shi, Jing

    1. 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

T

  1. Taylor, James W.

    1. 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

W

  1. Wei, Jason z.

    1. 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

Z

  1. Zullo, Ferdinando

    1. 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
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The Journal of Derivatives
Vol. 7, Issue 1
Fall 1999
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