Index by author

Primary Article

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  Stock Evolution Under Stochastic Volatility

  Dietmar P.J. Leisen

  The Journal of Derivatives Winter 2000, 8 (2) 9-27; DOI: https://doi.org/10.3905/jod.2000.319146
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  New Formulas for Immunizing Durations

  Grzegorz Rządkowski and Leszek S. Zaremba

  The Journal of Derivatives Winter 2000, 8 (2) 28-36; DOI: https://doi.org/10.3905/jod.2000.319147
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  Tax Clienteles, Arbitrage, and the Pricing of Total Return Equity Swaps

  Francis E. Laatsch

  The Journal of Derivatives Winter 2000, 8 (2) 37-46; DOI: https://doi.org/10.3905/jod.2000.319148
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  On the Relation Between Binomial and Trinomial Option Pricing Models

  Mark Rubinstein

  The Journal of Derivatives Winter 2000, 8 (2) 47-50; DOI: https://doi.org/10.3905/jod.2000.319149
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  The Bootstrap Algorithm, Par Swaps, and the FRN Method

  David J. Novak

  The Journal of Derivatives Winter 2000, 8 (2) 51-54; DOI: https://doi.org/10.3905/jod.2000.319150
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  Acceptance Speech on Receipt of Financial Engineer of the Year Award

  Emanuel Derman

  The Journal of Derivatives Winter 2000, 8 (2) 55-57; DOI: https://doi.org/10.3905/jod.2000.319151
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  A Guide for the Perplexed Quant

  Emanuel Derman

  The Journal of Derivatives Winter 2000, 8 (2) 58-64; DOI: https://doi.org/10.3905/jod.2000.319152