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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
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

D

  1. Dowd, Kevin

    1. 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

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. 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

K

  1. Kritzman, Mark

    1. 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

L

  1. Lowry, Kenneth

    1. 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

N

  1. Neave, Edwin H.

    1. 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

R

  1. Rendleman, Richard J..

    1. You have access
      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. 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
  2. Slavinsky, Serge

    1. 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

T

  1. Takamizawa, Hideyuki

    1. 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

V

  1. Van Royen, Anne-Sophie

    1. 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

W

  1. White, Alan D

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