Table of Contents

Spring 2001; Volume 8,Issue 3

D

  1. Dowd, Kevin

    1. 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

F

  1. Figlewski, Stephen

    1. 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

H

  1. Hull, John C

    1. 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

K

  1. Kritzman, Mark

    1. 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

L

  1. Lowry, Kenneth

    1. 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

N

  1. Neave, Edwin H.

    1. 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

R

  1. Rendleman, Richard J..

    1. 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

S

  1. Shoji, Isao

    1. 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

  2. Slavinsky, Serge

    1. 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

T

  1. Takamizawa, Hideyuki

    1. 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

V

  1. Van Royen, Anne-Sophie

    1. 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

W

  1. White, Alan D

    1. 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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The Journal of Derivatives
Vol. 8, Issue 3
Spring 2001
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