Table of Contents
Fall 2001; Volume 9,Issue 1
B
Buraschi, Andrea
- You have accessThe Forward Valuation of Compound OptionsAndrea Buraschi and Bernard DumasThe Journal of Derivatives Fall 2001, 9 (1) 8-17; DOI: https://doi.org/10.3905/jod.2001.319165
C
Cheng, Wai-Yan
- You have accessRecent Advances in Default Swap ValuationWai-Yan ChengThe Journal of Derivatives Fall 2001, 9 (1) 18-27; DOI: https://doi.org/10.3905/jod.2001.319166
Chesney, Marc
- You have accessReducing Asset Substitution with Warrant and Convertible Debt IssueMarc Chesney and Rajna Gibson-AsnerThe Journal of Derivatives Fall 2001, 9 (1) 39-52; DOI: https://doi.org/10.3905/jod.2001.319168
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Driscoll, Kevin
- You have accessReplication (Synthetic Asset) TransactionsKevin DriscollThe Journal of Derivatives Fall 2001, 9 (1) 62-68; DOI: https://doi.org/10.3905/jod.2001.319170
Dumas, Bernard
- You have accessThe Forward Valuation of Compound OptionsAndrea Buraschi and Bernard DumasThe Journal of Derivatives Fall 2001, 9 (1) 8-17; DOI: https://doi.org/10.3905/jod.2001.319165
F
Figlewski, Stephen
- Open AccessEditor's LetterStephen FiglewskiThe Journal of Derivatives Fall 2001, 9 (1) 6-7; DOI: https://doi.org/10.3905/jod.2001.390876
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Gibson-Asner, Rajna
- You have accessReducing Asset Substitution with Warrant and Convertible Debt IssueMarc Chesney and Rajna Gibson-AsnerThe Journal of Derivatives Fall 2001, 9 (1) 39-52; DOI: https://doi.org/10.3905/jod.2001.319168
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Kwok, Yue Kuen
- You have accessPricing Algorithms for Options with Exotic Path-DependenceYue Kuen Kwok and Ka Wo LauThe Journal of Derivatives Fall 2001, 9 (1) 28-38; DOI: https://doi.org/10.3905/jod.2001.319167
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Lau, Ka Wo
- You have accessPricing Algorithms for Options with Exotic Path-DependenceYue Kuen Kwok and Ka Wo LauThe Journal of Derivatives Fall 2001, 9 (1) 28-38; DOI: https://doi.org/10.3905/jod.2001.319167
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Paris, Francesco M.
- You have accessA Compound Option Model to Value Moral HazardFrancesco M. ParisThe Journal of Derivatives Fall 2001, 9 (1) 53-61; DOI: https://doi.org/10.3905/jod.2001.319169