Table of Contents

Primary Article

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  Long-Memory versus Option-Implied Volatility Predictions

  Kai Li

  The Journal of Derivatives Spring 2002, 9 (3) 9-25; DOI: https://doi.org/10.3905/jod.2002.319176
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  Competing Methods for Option Hedging in the Presence of Transaction Costs

  Lionel Martellini and Philippe Priaulet

  The Journal of Derivatives Spring 2002, 9 (3) 26-38; DOI: https://doi.org/10.3905/jod.2002.319177
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  European Option Pricing with Discrete Stochastic Dividends

  Don M. Chance, Raman Kumar and Don R Rich

  The Journal of Derivatives Spring 2002, 9 (3) 39-45; DOI: https://doi.org/10.3905/jod.2002.319178
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  What Exactly Does Credit VaR Measure?

  Paul H Kupiec

  The Journal of Derivatives Spring 2002, 9 (3) 46-59; DOI: https://doi.org/10.3905/jod.2002.319179
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  Synthetic CDOs

  Laurie S. Goodman

  The Journal of Derivatives Spring 2002, 9 (3) 60-72; DOI: https://doi.org/10.3905/jod.2002.319180
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  Synthetic Collateralized Loan Obligations

  Charles A. Stone and Anne Zissu

  The Journal of Derivatives Spring 2002, 9 (3) 73-80; DOI: https://doi.org/10.3905/jod.2002.319181