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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

Fall 2000; Volume 8,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2000, 8 (1) 8-9; DOI: https://doi.org/10.3905/jod.2000.390875

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives
Vol. 8, Issue 1
Fall 2000
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