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 Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds
Jr-Yan Wang and Tian-Shyr Dai

The Journal of Derivatives Summer 2017, 24 (4) 52-79; DOI: https://doi.org/10.3905/jod.2017.24.4.052
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Calibrating Short Interest Rate Models in Negative Rate Environments
Vincenzo Russo and Frank J. Fabozzi

The Journal of Derivatives Summer 2017, 24 (4) 80-92; DOI: https://doi.org/10.3905/jod.2017.24.4.080
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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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