The Journal of Derivatives

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The Subprime Credit Crisis of 2007
Michel G. Crouhy, Robert A. Jarrow and Stuart M. Turnbull

The Journal of Derivatives Fall 2008, 16 (1) 81-110; DOI: https://doi.org/10.3905/jod.2008.710899
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The Determinants of CDS Bid-Ask Spreads
Lei Meng and Owain ap Gwilym

The Journal of Derivatives Fall 2008, 16 (1) 70-80; DOI: https://doi.org/10.3905/jod.2008.710898
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Variance Reduction for Multivariate Monte Carlo Simulation
Jr-Yan Wang

The Journal of Derivatives Fall 2008, 16 (1) 7-28; DOI: https://doi.org/10.3905/jod.2008.710895
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Valuing Multiple Employee Stock Options Issued by the Same Company
Patrick J. Dennis and Richard J.. Rendleman

The Journal of Derivatives Fall 2008, 16 (1) 44-69; DOI: https://doi.org/10.3905/jod.2008.710897
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Pricing American Interest Rate Options under the Jump-Extended Vasicek Model
Natalia A. Beliaeva, Sanjay K. Nawalkha and Gloria M. Soto

The Journal of Derivatives Fall 2008, 16 (1) 29-43; DOI: https://doi.org/10.3905/jod.2008.710896
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Son of BOSS
Alan L. Tucker

The Journal of Derivatives Summer 2008, 15 (4) 74-85; DOI: https://doi.org/10.3905/jod.2008.707212
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Dynamic Models of Portfolio Credit Risk
John C Hull and Alan D White

The Journal of Derivatives Summer 2008, 15 (4) 9-28; DOI: https://doi.org/10.3905/jod.2008.707207
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Just-In-Time Monte Carlo for Path-Dependent American Options
Samir K. Dutt and Gerd M. Welke

The Journal of Derivatives Summer 2008, 15 (4) 29-47; DOI: https://doi.org/10.3905/jod.2008.707209
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Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion
Hoi Ying Wong and Ka Yung Lau

The Journal of Derivatives Summer 2008, 15 (4) 61-73; DOI: https://doi.org/10.3905/jod.2008.707211
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General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions
Luiz Vitiello and Ser-Huang Poon

The Journal of Derivatives Summer 2008, 15 (4) 48-60; DOI: https://doi.org/10.3905/jod.2008.707210

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