Index by author

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