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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

Spring 2001; Volume 8,Issue 3

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Spring 2001, 8 (3) 10-11; DOI: https://doi.org/10.3905/jod.2001.390881

Primary Article

  • You have access
    Valuing Credit Default Swaps II
    John C Hull and Alan D White
    The Journal of Derivatives Spring 2001, 8 (3) 12-21; DOI: https://doi.org/10.3905/jod.2001.319153
  • You have access
    Estimating VaR with Order Statistics
    Kevin Dowd
    The Journal of Derivatives Spring 2001, 8 (3) 23-30; DOI: https://doi.org/10.3905/jod.2001.319154
  • You have access
    Risk, Regimes, and Overconfidence
    Mark Kritzman, Kenneth Lowry and Anne-Sophie Van Royen
    The Journal of Derivatives Spring 2001, 8 (3) 32-42; DOI: https://doi.org/10.3905/jod.2001.319155
  • You have access
    Approximation of Non-Linear Term Structure Models
    Hideyuki Takamizawa and Isao Shoji
    The Journal of Derivatives Spring 2001, 8 (3) 44-51; DOI: https://doi.org/10.3905/jod.2001.319156
  • You have access
    A Frequency Distribution Approach to Valuing Maximum Options
    Edwin H. Neave and Serge Slavinsky
    The Journal of Derivatives Spring 2001, 8 (3) 52-62; DOI: https://doi.org/10.3905/jod.2001.319157
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    Covered Call Writing from an Expected Utility Perspective
    Richard J.. Rendleman
    The Journal of Derivatives Spring 2001, 8 (3) 63-75; DOI: https://doi.org/10.3905/jod.2001.319158
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The Journal of Derivatives
Vol. 8, Issue 3
Spring 2001
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