Index by author

Fall 1999; Volume 7,Issue 1

D

  1. Duan, Jin-chuan

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Derivatives
Vol. 7, Issue 1
Fall 1999
Sign up for alerts