The Journal of Derivatives

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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
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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 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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Beer Annuities: Hold the Interest and Principal
Carlos E. Ortiz, Charles A. Stone and Anne Zissu

The Journal of Derivatives Summer 2017, 24 (4) 108-114; DOI: https://doi.org/10.3905/jod.2017.24.4.108
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Pricing an Accumulator with Continuous or Discrete Barrier
Ling Xin, Philip L.H. Yu and Kin Lam

The Journal of Derivatives Summer 2017, 24 (4) 93-107; DOI: https://doi.org/10.3905/jod.2017.24.4.093
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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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Option Pricing via QUAD: From Black–Scholes–Merton to Heston with Jumps
Haozhe Su, Ding Chen and David P. Newton

The Journal of Derivatives Spring 2017, 24 (3) 9-27; DOI: https://doi.org/10.3905/jod.2017.24.3.009

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