The Journal of Derivatives

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Valuation of European Options Subject to Financial Distress and Interest Rate risk
Peter Klein and Michael Inglis

The Journal of Derivatives Spring 1999, 6 (3) 44-56; DOI: https://doi.org/10.3905/jod.1999.319118
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Static Hedging of Timing Risk
Peter Carr and Jean-Francois Picron

The Journal of Derivatives Spring 1999, 6 (3) 57-70; DOI: https://doi.org/10.3905/jod.1999.319119
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Pricing Parisan Options
Richard J. Haber, Phillip J. Schönbucher and Paul Wilmott

The Journal of Derivatives Spring 1999, 6 (3) 71-79; DOI: https://doi.org/10.3905/jod.1999.319120
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Value at Risk For Derivatives
Lina El-Jahel, William Perraudin and Peter Sellin

The Journal of Derivatives Spring 1999, 6 (3) 7-26; DOI: https://doi.org/10.3905/jod.1999.319116
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Simulating Path-Dependent Options
Mohamed El Babsiri and Gerald Noel

The Journal of Derivatives Winter 1998, 6 (2) 65-83; DOI: https://doi.org/10.3905/jod.6.2.65
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Evaluating Forecasts of Correlation Using Option Pricing
Michael S. Gibson and Brian H. Boyer

The Journal of Derivatives Winter 1998, 6 (2) 18-38; DOI: https://doi.org/10.3905/jod.6.2.18
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Improving the Performance of Low-Discrepancy Sequences
Alan Jung

The Journal of Derivatives Winter 1998, 6 (2) 85-95; DOI: https://doi.org/10.3905/jod.6.2.85
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Managerial Compensation and Firm Derivative Usage
Shawn D. Howton and Steven B. Perfect

The Journal of Derivatives Winter 1998, 6 (2) 53-64; DOI: https://doi.org/10.3905/jod.6.2.53
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Pricing European Options on Autocorrelated Indexes
Esa Jokivuolle

The Journal of Derivatives Winter 1998, 6 (2) 39-52; DOI: https://doi.org/10.3905/jod.6.2.39
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The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
Owain ap Gwilym, Mike Buckle, Andrew D Clare and Stephen H Thomas

The Journal of Derivatives Winter 1998, 6 (2) 7-17; DOI: https://doi.org/10.3905/jod.6.2.7

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