The Journal of Derivatives

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A Comparison of Markov–Functional and Market Models
Michael N. Bennett and Joanne E. Kennedy

The Journal of Derivatives Winter 2005, 13 (2) 22-43; DOI: https://doi.org/10.3905/jod.2005.605351
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Price Hedging with Local and Aggregate Quantity Risk
Jouahn Nam, Alan L. Tucker and Jason Z Wei

The Journal of Derivatives Winter 2005, 13 (2) 49-69; DOI: https://doi.org/10.3905/jod.2005.605355
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Delivery Options and Treasury–Bond Futures Hedge Ratios
Robin Grieves and Alan J. Marcus

The Journal of Derivatives Winter 2005, 13 (2) 70-76; DOI: https://doi.org/10.3905/jod.2005.605353
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Stocks Paying Discrete Dividends
Ralf Korn and L. C. G. Rogers

The Journal of Derivatives Winter 2005, 13 (2) 44-48; DOI: https://doi.org/10.3905/jod.2005.605354
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Crash–O–Phobia
Silverio Foresi and Liuren Wu

The Journal of Derivatives Winter 2005, 13 (2) 8-21; DOI: https://doi.org/10.3905/jod.2005.605352
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Performance of Candlestick Analysis on Intraday Futures Data
J. Henning Fock, Christian Klein and Bernhard Zwergel

The Journal of Derivatives Fall 2005, 13 (1) 28-40; DOI: https://doi.org/10.3905/jod.2005.580514
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Derivative Pricing Models with Regime Switching
Craig Edwards

The Journal of Derivatives Fall 2005, 13 (1) 41-47; DOI: https://doi.org/10.3905/jod.2005.580516
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Life after VaR
Phelim P Boyle, Mary Hardy and Ton C.F Vorst

The Journal of Derivatives Fall 2005, 13 (1) 48-55; DOI: https://doi.org/10.3905/jod.2005.580517
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Asian Options Can be More Valuable than Plain Vanilla Counterparts
George L. Ye

The Journal of Derivatives Fall 2005, 13 (1) 56-60; DOI: https://doi.org/10.3905/jod.2005.580518
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Default Correlation Dynamics with Business Cycle and Credit Quality Changes
Mi Ae Kim and Tong Suk Kim

The Journal of Derivatives Fall 2005, 13 (1) 8-27; DOI: https://doi.org/10.3905/jod.2005.580513

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