Table of Contents

Primary Article

• You have access

  An Empirical Evaluation of Value at Risk by Scenario Simulation

  Peter A. Abken

  The Journal of Derivatives Summer 2000, 7 (4) 12-29; DOI: https://doi.org/10.3905/jod.2000.319138
• You have access

  Pricing and Hedging Convertible Bonds under Non-Probabilistic Interest Rates

  David Epstein, Richard J Haber and Paul Wilmott

  The Journal of Derivatives Summer 2000, 7 (4) 31-40; DOI: https://doi.org/10.3905/jod.2000.319137
• You have access

  An Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded Markets

  Alex Frino, Amelia Hill and Elvis Jarnecic

  The Journal of Derivatives Summer 2000, 7 (4) 41-48; DOI: https://doi.org/10.3905/jod.2000.319139
• You have access

  Option Pricing

  Feng Li

  The Journal of Derivatives Summer 2000, 7 (4) 49-65; DOI: https://doi.org/10.3905/jod.2000.319134
• You have access

  Understanding the Default-Implied Volatility for Credit Spreads

  C.K. Zheng

  The Journal of Derivatives Summer 2000, 7 (4) 67-77; DOI: https://doi.org/10.3905/jod.2000.319135
• You have access

  Meeting the “Highly Effective Expectation” Criterion for Hedge Accounting

  Ira G. Kawaller and Paul D. Koch

  The Journal of Derivatives Summer 2000, 7 (4) 79-87; DOI: https://doi.org/10.3905/jod.2000.319136