The Journal of Derivatives

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The Determinants of CoCo Bond Prices
Sara Abed Masror Khah, Theo Vermaelen and Christian C. P. Wolff

The Journal of Derivatives Spring 2019, 26 (3) 35-52; DOI: https://doi.org/10.3905/jod.2019.26.3.035
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A Closed-Form Solution for the Global Quadratic Hedging of Options under Geometric Gaussian Random Walks
Frédéric Godin

The Journal of Derivatives Spring 2019, 26 (3) 97-107; DOI: https://doi.org/10.3905/jod.2019.1.071
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Pricing Bermudan Variance Swaptions Using Multinomial Trees
Honglei Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu

The Journal of Derivatives Spring 2019, 26 (3) 22-34; DOI: https://doi.org/10.3905/jod.2019.26.3.022
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Volatility Surface Calibration to Illiquid Options
László Nagy and Mihály Ormos

The Journal of Derivatives Spring 2019, 26 (3) 87-96; DOI: https://doi.org/10.3905/jod.2019.26.3.087
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Curve-Fitting Method for Implied Volatility
Desheng Wu and Tianxiang Liu

The Journal of Derivatives Winter 2018, 26 (2) 19-37; DOI: https://doi.org/10.3905/jod.2018.26.2.019
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Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
Ming-Che Chuang, Shih-Kuei Lin and Mi-Hsiu Chiang

The Journal of Derivatives Winter 2018, 26 (2) 50-69; DOI: https://doi.org/10.3905/jod.2018.1.069
Open Access
Editor’s Letter
Joseph M. Pimbley

The Journal of Derivatives Winter 2018, 26 (2) 1-2; DOI: https://doi.org/10.3905/jod.2018.26.2.001
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Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein Model
Massimo Costabile

The Journal of Derivatives Winter 2018, 26 (2) 86-94; DOI: https://doi.org/10.3905/jod.2018.26.2.086
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Option Writing: Using VIX to Improve Returns
Burton G. Malkiel, Alex Rinaudo and Atanu Saha

The Journal of Derivatives Winter 2018, 26 (2) 38-49; DOI: https://doi.org/10.3905/jod.2018.26.2.038
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Asymmetric Dynamics between Informed Trading Activity and Credit Default Swaps
Wen-Cheng Hu and Alex YiHou Huang

The Journal of Derivatives Winter 2018, 26 (2) 70-85; DOI: https://doi.org/10.3905/jod.2018.1.070

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