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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
  • 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

B

  1. Buraschi, Andrea

    1. 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

C

  1. Cheng, Wai-Yan

    1. 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
  2. Chesney, Marc

    1. 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

D

  1. Driscoll, Kevin

    1. 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
  2. Dumas, Bernard

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Gibson-Asner, Rajna

    1. 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

K

  1. Kwok, Yue Kuen

    1. 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

L

  1. Lau, Ka Wo

    1. 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

P

  1. Paris, Francesco M.

    1. 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
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The Journal of Derivatives
Vol. 9, Issue 1
Fall 2001
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