Table of Contents

Summer 2000; Volume 7,Issue 4

A

  1. Abken, Peter A.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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