Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

More articles from Article

  • Open Access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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

Pages

  • Previous
  • Next
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • …
  • 28
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies