The Journal of Derivatives

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Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Fall 2017, 25 (1) 1-3; DOI: https://doi.org/10.3905/jod.2017.25.1.001
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An Energy Market Modeling Approach for Valuing Real Options
Marliese Uhrig-Homburg and Nils Unger

The Journal of Derivatives Fall 2017, 25 (1) 71-86; DOI: https://doi.org/10.3905/jod.2017.25.1.071
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A Simple Closed-Form Formula for Pricing Basket Options
Kin Hung (Felix) Kan

The Journal of Derivatives Fall 2017, 25 (1) 104-110; DOI: https://doi.org/10.3905/jod.2017.25.1.104
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Short Interest, Bearish Option Trades, and Short-Sale Constraints
Brian Du

The Journal of Derivatives Fall 2017, 25 (1) 55-70; DOI: https://doi.org/10.3905/jod.2017.25.1.055
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Options Decimalization
Faith Chin and Corey Garriott

The Journal of Derivatives Fall 2017, 25 (1) 88-103; DOI: https://doi.org/10.3905/jod.2017.25.1.088
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Conic Option Pricing
Dilip B. Madan and Wim Schoutens

The Journal of Derivatives Fall 2017, 25 (1) 10-36; DOI: https://doi.org/10.3905/jod.2017.25.1.010
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A Simple and Efficient Two-Factor Willow Tree Method for Convertible Bond Pricing with Stochastic Interest Rate and Default Risk
Ling Lu and Wei Xu

The Journal of Derivatives Fall 2017, 25 (1) 37-54; DOI: https://doi.org/10.3905/jod.2017.25.1.037
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A New Model for Pricing Collateralized Financial Derivatives
Tim Xiao

The Journal of Derivatives Summer 2017, 24 (4) 8-20; DOI: https://doi.org/10.3905/jod.2017.24.4.008
Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Summer 2017, 24 (4) 1-2; DOI: https://doi.org/10.3905/jod.2017.24.4.001
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The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities
Riccardo Rebonato

The Journal of Derivatives Summer 2017, 24 (4) 21-51; DOI: https://doi.org/10.3905/jod.2017.24.4.021

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