Table of Contents
Summer 2000; Volume 7,Issue 4
A
Abken, Peter A.
- You have accessAn Empirical Evaluation of Value at Risk by Scenario SimulationPeter A. AbkenThe Journal of Derivatives Summer 2000, 7 (4) 12-29; DOI: https://doi.org/10.3905/jod.2000.319138
E
Epstein, David
- You have accessPricing and Hedging Convertible Bonds under Non-Probabilistic Interest RatesDavid Epstein, Richard J Haber and Paul WilmottThe Journal of Derivatives Summer 2000, 7 (4) 31-40; DOI: https://doi.org/10.3905/jod.2000.319137
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen Figlewski and Robert A JarrowThe Journal of Derivatives Summer 2000, 7 (4) 1-2; DOI: https://doi.org/10.3905/jod.2000.390886
Frino, Alex
- You have accessAn Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded MarketsAlex Frino, Amelia Hill and Elvis JarnecicThe Journal of Derivatives Summer 2000, 7 (4) 41-48; DOI: https://doi.org/10.3905/jod.2000.319139
H
Haber, Richard J
- You have accessPricing and Hedging Convertible Bonds under Non-Probabilistic Interest RatesDavid Epstein, Richard J Haber and Paul WilmottThe Journal of Derivatives Summer 2000, 7 (4) 31-40; DOI: https://doi.org/10.3905/jod.2000.319137
Hill, Amelia
- You have accessAn Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded MarketsAlex Frino, Amelia Hill and Elvis JarnecicThe Journal of Derivatives Summer 2000, 7 (4) 41-48; DOI: https://doi.org/10.3905/jod.2000.319139
J
Jarnecic, Elvis
- You have accessAn Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded MarketsAlex Frino, Amelia Hill and Elvis JarnecicThe Journal of Derivatives Summer 2000, 7 (4) 41-48; DOI: https://doi.org/10.3905/jod.2000.319139
Jarrow, Robert A
- Open AccessEditor's LetterStephen Figlewski and Robert A JarrowThe Journal of Derivatives Summer 2000, 7 (4) 1-2; DOI: https://doi.org/10.3905/jod.2000.390886
K
Kawaller, Ira G.
- You have accessMeeting the “Highly Effective Expectation” Criterion for Hedge AccountingIra G. Kawaller and Paul D. KochThe Journal of Derivatives Summer 2000, 7 (4) 79-87; DOI: https://doi.org/10.3905/jod.2000.319136
Koch, Paul D.
- You have accessMeeting the “Highly Effective Expectation” Criterion for Hedge AccountingIra G. Kawaller and Paul D. KochThe Journal of Derivatives Summer 2000, 7 (4) 79-87; DOI: https://doi.org/10.3905/jod.2000.319136
L
Li, Feng
- You have accessOption PricingFeng LiThe Journal of Derivatives Summer 2000, 7 (4) 49-65; DOI: https://doi.org/10.3905/jod.2000.319134
W
Wilmott, Paul
- You have accessPricing and Hedging Convertible Bonds under Non-Probabilistic Interest RatesDavid Epstein, Richard J Haber and Paul WilmottThe Journal of Derivatives Summer 2000, 7 (4) 31-40; DOI: https://doi.org/10.3905/jod.2000.319137
Z
Zheng, C.K.
- You have accessUnderstanding the Default-Implied Volatility for Credit SpreadsC.K. ZhengThe Journal of Derivatives Summer 2000, 7 (4) 67-77; DOI: https://doi.org/10.3905/jod.2000.319135