Index by author

Fall 2001; Volume 9,Issue 1

B

  1. Buraschi, Andrea

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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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