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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Spring 2000; Volume 7,Issue 3

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski and Robert A Jarrow
    The Journal of Derivatives Spring 2000, 7 (3) 1-2; DOI: https://doi.org/10.3905/jod.2000.390880

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives
Vol. 7, Issue 3
Spring 2000
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