Table of Contents
Spring 2001; Volume 8,Issue 3
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Dowd, Kevin
- You have accessEstimating VaR with Order StatisticsKevin DowdThe Journal of Derivatives Spring 2001, 8 (3) 23-30; DOI: https://doi.org/10.3905/jod.2001.319154
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Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Spring 2001, 8 (3) 10-11; DOI: https://doi.org/10.3905/jod.2001.390881
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Hull, John C
- You have accessValuing Credit Default Swaps IIJohn C Hull and Alan D WhiteThe Journal of Derivatives Spring 2001, 8 (3) 12-21; DOI: https://doi.org/10.3905/jod.2001.319153
K
Kritzman, Mark
- You have accessRisk, Regimes, and OverconfidenceMark Kritzman, Kenneth Lowry and Anne-Sophie Van RoyenThe Journal of Derivatives Spring 2001, 8 (3) 32-42; DOI: https://doi.org/10.3905/jod.2001.319155
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Lowry, Kenneth
- You have accessRisk, Regimes, and OverconfidenceMark Kritzman, Kenneth Lowry and Anne-Sophie Van RoyenThe Journal of Derivatives Spring 2001, 8 (3) 32-42; DOI: https://doi.org/10.3905/jod.2001.319155
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Neave, Edwin H.
- You have accessA Frequency Distribution Approach to Valuing Maximum OptionsEdwin H. Neave and Serge SlavinskyThe Journal of Derivatives Spring 2001, 8 (3) 52-62; DOI: https://doi.org/10.3905/jod.2001.319157
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Rendleman, Richard J..
- You have accessCovered Call Writing from an Expected Utility PerspectiveRichard J.. RendlemanThe Journal of Derivatives Spring 2001, 8 (3) 63-75; DOI: https://doi.org/10.3905/jod.2001.319158
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Shoji, Isao
- You have accessApproximation of Non-Linear Term Structure ModelsHideyuki Takamizawa and Isao ShojiThe Journal of Derivatives Spring 2001, 8 (3) 44-51; DOI: https://doi.org/10.3905/jod.2001.319156
Slavinsky, Serge
- You have accessA Frequency Distribution Approach to Valuing Maximum OptionsEdwin H. Neave and Serge SlavinskyThe Journal of Derivatives Spring 2001, 8 (3) 52-62; DOI: https://doi.org/10.3905/jod.2001.319157
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Takamizawa, Hideyuki
- You have accessApproximation of Non-Linear Term Structure ModelsHideyuki Takamizawa and Isao ShojiThe Journal of Derivatives Spring 2001, 8 (3) 44-51; DOI: https://doi.org/10.3905/jod.2001.319156
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Van Royen, Anne-Sophie
- You have accessRisk, Regimes, and OverconfidenceMark Kritzman, Kenneth Lowry and Anne-Sophie Van RoyenThe Journal of Derivatives Spring 2001, 8 (3) 32-42; DOI: https://doi.org/10.3905/jod.2001.319155
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White, Alan D
- You have accessValuing Credit Default Swaps IIJohn C Hull and Alan D WhiteThe Journal of Derivatives Spring 2001, 8 (3) 12-21; DOI: https://doi.org/10.3905/jod.2001.319153