Table of Contents

Primary Article

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  Testing the Volatility Term Structure Using Option Hedging Criteria

  Robert F. Engle and Joshua V. Rosenberg

  The Journal of Derivatives Fall 2000, 8 (1) 10-28; DOI: https://doi.org/10.3905/jod.2000.319113
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  Valuing Credit Default Swaps I

  John C. Hull and Alan D White

  The Journal of Derivatives Fall 2000, 8 (1) 29-40; DOI: https://doi.org/10.3905/jod.2000.319115
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  Hedging in the Freight Futures Market

  Manolis G. Kavussanos and Nikos K. Nomikos

  The Journal of Derivatives Fall 2000, 8 (1) 41-58; DOI: https://doi.org/10.3905/jod.2000.319112
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  The Analytics of Reset Options

  Wai-Yan Cheng and Shuguang Zhang

  The Journal of Derivatives Fall 2000, 8 (1) 59-71; DOI: https://doi.org/10.3905/jod.2000.319114
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  A Critique of Factor Analysis of Interest Rates

  Ilias Lekkos

  The Journal of Derivatives Fall 2000, 8 (1) 72-83; DOI: https://doi.org/10.3905/jod.2000.319111