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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

Fall 2001; Volume 9,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Stephen Figlewski
    The Journal of Derivatives Fall 2001, 9 (1) 6-7; DOI: https://doi.org/10.3905/jod.2001.390876

Primary Article

  • You have access
    The Forward Valuation of Compound Options
    Andrea Buraschi and Bernard Dumas
    The Journal of Derivatives Fall 2001, 9 (1) 8-17; DOI: https://doi.org/10.3905/jod.2001.319165
  • You have access
    Recent Advances in Default Swap Valuation
    Wai-Yan Cheng
    The Journal of Derivatives Fall 2001, 9 (1) 18-27; DOI: https://doi.org/10.3905/jod.2001.319166
  • You have access
    Pricing Algorithms for Options with Exotic Path-Dependence
    Yue Kuen Kwok and Ka Wo Lau
    The Journal of Derivatives Fall 2001, 9 (1) 28-38; DOI: https://doi.org/10.3905/jod.2001.319167
  • You have access
    Reducing Asset Substitution with Warrant and Convertible Debt Issue
    Marc Chesney and Rajna Gibson-Asner
    The Journal of Derivatives Fall 2001, 9 (1) 39-52; DOI: https://doi.org/10.3905/jod.2001.319168
  • You have access
    A Compound Option Model to Value Moral Hazard
    Francesco M. Paris
    The Journal of Derivatives Fall 2001, 9 (1) 53-61; DOI: https://doi.org/10.3905/jod.2001.319169
  • You have access
    Replication (Synthetic Asset) Transactions
    Kevin Driscoll
    The Journal of Derivatives Fall 2001, 9 (1) 62-68; DOI: https://doi.org/10.3905/jod.2001.319170
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The Journal of Derivatives
Vol. 9, Issue 1
Fall 2001
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