The Journal of Derivatives

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50 Years On: Are Derivatives a “Product from Hell”? Historical Perspectives on 30 Cases of Derivatives Losses
J. C. Fernandez Seoane

The Journal of Derivatives Summer 2022, 29 (5) 99-123; DOI: https://doi.org/10.3905/jod.2022.1.162
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Delta-Gamma-Like Hedging with Transaction Cost under Reinforcement Learning Technique
Wei Xu and Bing Dai

The Journal of Derivatives Summer 2022, 29 (5) 60-82; DOI: https://doi.org/10.3905/jod.2022.1.156
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Taxes and Derivatives: An Investor’s Perspective
Paul Bouchey, Benjamin T. Hood, Andrea S. Kramer and Clint Talmo

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 139-151; DOI: https://doi.org/10.3905/jod.2022.1.149
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A Primer on Hedging with Stock Index Futures
Frank J. Fabozzi and Francesco A. Fabozzi

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 39-60; DOI: https://doi.org/10.3905/jod.2022.1.159
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Application of Credit Derivatives in Portfolio Management
Sameer Kackar and Kelly Rogal

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 81-96; DOI: https://doi.org/10.3905/jod.2022.1.146
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Income Enhancement with Options
Megan Miller, Brian Jacobsen and Martijn de Vree

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 153-167; DOI: https://doi.org/10.3905/jod.2021.1.143
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Editor’s Letter
Joseph M. Pimbley and Frank J. Fabozzi

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 1-5; DOI: https://doi.org/10.3905/jod.2022.29.4.001
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The Time Dimension of Volatility: Implications for Option Strategy Design
Joanne M. Hill

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 97-109; DOI: https://doi.org/10.3905/jod.2022.1.152
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Applications of FX Derivatives in Active Currency Risk Management
Frank J. Fabozzi and Suprita Vohra

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 168-191; DOI: https://doi.org/10.3905/jod.2022.1.157
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Handling the Use of Derivatives in Performance Attribution
Bruce J. Feibel

The Journal of Derivatives Derivatives in Asset Management 2022, 29 (4) 121-138; DOI: https://doi.org/10.3905/jod.2022.1.154

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