The Journal of Derivatives

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

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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
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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
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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
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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
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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
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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