Table of Contents

Winter 1999; Volume 7,Issue 2

B

  1. Brown, Gregory

    1. Constructing Binomial Trees From Multiple Implied Probability Distributions
      Gregory Brown and Klaus Bjerre Toft
      The Journal of Derivatives Winter 1999, 7 (2) 83-100; DOI: https://doi.org/10.3905/jod.1999.319142

C

  1. Cherian, Joseph A.

    1. An Emprical Analysis of Directional and Volatility Trading in Options Markets
      Joseph A. Cherian and William Y. Weng
      The Journal of Derivatives Winter 1999, 7 (2) 53-65; DOI: https://doi.org/10.3905/jod.1999.319141

F

  1. Figlewski, Stephen

    1. Open Access
      Editor's Letter
      Stephen Figlewski
      The Journal of Derivatives Winter 1999, 7 (2) 1-2; DOI: https://doi.org/10.3905/jod.1999.390893

J

  1. Jackwerth, Jens Carsten

    1. Option-Implied Risk-Neutral Distributions and Implied Binomial Trees
      Jens Carsten Jackwerth
      The Journal of Derivatives Winter 1999, 7 (2) 66-82; DOI: https://doi.org/10.3905/jod.1999.319143

  2. Ju, Nengjiu

    1. An Approximate Formula for Pricing American Options
      Nengjiu Ju and Rui Zhong
      The Journal of Derivatives Winter 1999, 7 (2) 31-40; DOI: https://doi.org/10.3905/jod.1999.319140

K

  1. Kupiec, Paul H.

    1. Risk Capital and VaR
      Paul H. Kupiec
      The Journal of Derivatives Winter 1999, 7 (2) 41-52; DOI: https://doi.org/10.3905/jod.1999.319145

T

  1. Tian, Yisong S

    1. Pricing Complex Barrier Options under General Diffusion Processes
      Yisong S Tian
      The Journal of Derivatives Winter 1999, 7 (2) 11-30; DOI: https://doi.org/10.3905/jod.1999.319144

  2. Toft, Klaus Bjerre

    1. Constructing Binomial Trees From Multiple Implied Probability Distributions
      Gregory Brown and Klaus Bjerre Toft
      The Journal of Derivatives Winter 1999, 7 (2) 83-100; DOI: https://doi.org/10.3905/jod.1999.319142

W

  1. Weng, William Y.

    1. An Emprical Analysis of Directional and Volatility Trading in Options Markets
      Joseph A. Cherian and William Y. Weng
      The Journal of Derivatives Winter 1999, 7 (2) 53-65; DOI: https://doi.org/10.3905/jod.1999.319141

Z

  1. Zhong, Rui

    1. An Approximate Formula for Pricing American Options
      Nengjiu Ju and Rui Zhong
      The Journal of Derivatives Winter 1999, 7 (2) 31-40; DOI: https://doi.org/10.3905/jod.1999.319140
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The Journal of Derivatives
Vol. 7, Issue 2
Winter 1999
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