The Journal of Derivatives

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Constructing Binomial Trees From Multiple Implied Probability Distributions
Gregory Brown and Klaus Bjerre Toft

The Journal of Derivatives Winter 1999, 7 (2) 83-100; DOI: https://doi.org/10.3905/jod.1999.319142
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Risk Capital and VaR
Paul H. Kupiec

The Journal of Derivatives Winter 1999, 7 (2) 41-52; DOI: https://doi.org/10.3905/jod.1999.319145
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An Approximate Formula for Pricing American Options
Nengjiu Ju and Rui Zhong

The Journal of Derivatives Winter 1999, 7 (2) 31-40; DOI: https://doi.org/10.3905/jod.1999.319140
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An Emprical Analysis of Directional and Volatility Trading in Options Markets
Joseph A. Cherian and William Y. Weng

The Journal of Derivatives Winter 1999, 7 (2) 53-65; DOI: https://doi.org/10.3905/jod.1999.319141
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Pricing Complex Barrier Options under General Diffusion Processes
Yisong S Tian

The Journal of Derivatives Winter 1999, 7 (2) 11-30; DOI: https://doi.org/10.3905/jod.1999.319144
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Option-Implied Risk-Neutral Distributions and Implied Binomial Trees
Jens Carsten Jackwerth

The Journal of Derivatives Winter 1999, 7 (2) 66-82; DOI: https://doi.org/10.3905/jod.1999.319143
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Pricing Foreign Currency and Cross-Currency Options Under GARCH
Jin-chuan Duan and Jason z. Wei

The Journal of Derivatives Fall 1999, 7 (1) 51-63; DOI: https://doi.org/10.3905/jod.1999.319110
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A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns
James W. Taylor

The Journal of Derivatives Fall 1999, 7 (1) 64-78; DOI: https://doi.org/10.3905/jod.1999.319106
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A General Computational Method for Calibration Based on Differential Trees
Yuh-Dauh Lyuu

The Journal of Derivatives Fall 1999, 7 (1) 79-90; DOI: https://doi.org/10.3905/jod.1999.319105
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An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits
Tibor Janosi, Robert A Jarrow and Ferdinando Zullo

The Journal of Derivatives Fall 1999, 7 (1) 8-31; DOI: https://doi.org/10.3905/jod.1999.319107

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