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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

Winter 2000; Volume 8,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Winter 2000, 8 (2) 7-8; DOI: https://doi.org/10.3905/jod.2000.390889

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives
Vol. 8, Issue 2
Winter 2000
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