Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Summer 2000; Volume 7,Issue 4

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski and Robert A Jarrow
    The Journal of Derivatives Summer 2000, 7 (4) 1-2; DOI: https://doi.org/10.3905/jod.2000.390886

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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 7, Issue 4
Summer 2000
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies