Table of Contents

Primary Article

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  Forward versus Spot Interest Rate Models of the Term Structure

  Juan M. Moraleda and Antoon Pelsser

  The Journal of Derivatives Spring 2000, 7 (3) 9-21; DOI: https://doi.org/10.3905/jod.2000.319122
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  Value at Risk Calculations, Extreme Events, and Tail Estimation

  Salih N. Neftci

  The Journal of Derivatives Spring 2000, 7 (3) 23-37; DOI: https://doi.org/10.3905/jod.2000.319126
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  Compliance with SEC Disclosure Requirements About Market Risk

  Alan Blankley, Reinhold P Lamb and Richard Schroeder

  The Journal of Derivatives Spring 2000, 7 (3) 39-50; DOI: https://doi.org/10.3905/jod.2000.319121
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  Implied Volatility Functions

  Joshua V. Rosenberg

  The Journal of Derivatives Spring 2000, 7 (3) 51-64; DOI: https://doi.org/10.3905/jod.2000.319124
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  Is Implied Correlation Worth Calculating?

  Christian A. Walter and Jose A. Lopez

  The Journal of Derivatives Spring 2000, 7 (3) 65-81; DOI: https://doi.org/10.3905/jod.2000.319125
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  How Useful are Implied Distributions?

  Gordon Gemmill and Apostolos Saflekos

  The Journal of Derivatives Spring 2000, 7 (3) 83-91; DOI: https://doi.org/10.3905/jod.2000.319123