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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

Summer 2000; Volume 7,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Abken, Peter A.

    1. 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

E

  1. Epstein, David

    1. 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

F

  1. Figlewski, Stephen

    1. 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
  2. Frino, Alex

    1. 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

H

  1. Haber, Richard J

    1. 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
  2. Hill, Amelia

    1. 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

J

  1. Jarnecic, Elvis

    1. 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
  2. Jarrow, Robert A

    1. 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

K

  1. Kawaller, Ira G.

    1. 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
  2. Koch, Paul D.

    1. 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

L

  1. Li, Feng

    1. 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

W

  1. Wilmott, Paul

    1. 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

Z

  1. Zheng, C.K.

    1. 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
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The Journal of Derivatives
Vol. 7, Issue 4
Summer 2000
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