The Journal of Derivatives

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

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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
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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
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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
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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
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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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