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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Latest Articles

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    Term Risk-Free Rates: Methodologies, Challenges, and the Future
    Xi (Figo) Liu and Yudi Bai
    The Journal of Derivatives Spring 2022, 29 (3) 30-45; DOI: https://doi.org/10.3905/jod.2022.1.144
  • You have access
    Editor’s Letter
    Joseph M. Pimbley
    The Journal of Derivatives Spring 2022, 29 (3) 1-3; DOI: https://doi.org/10.3905/jod.2021.29.3.001
  • You have access
    Pricing Dynamics of Oil Futures with Tail Risk
    Xinglin Yang, Ji Chen and Yiming Xu
    The Journal of Derivatives Spring 2022, 29 (3) 85-105; DOI: https://doi.org/10.3905/jod.2022.1.151
  • You have access
    Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk Taking of Hedge Funds
    Thorsten Lehnert
    The Journal of Derivatives Spring 2022, 29 (3) 65-84; DOI: https://doi.org/10.3905/jod.2022.1.148
  • You have access
    Negative WTI Price: What Really Happened and What Can We Learn?
    Lingjie Ma
    The Journal of Derivatives Spring 2022, 29 (3) 9-29; DOI: https://doi.org/10.3905/jod.2021.1.141
  • You have access
    American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion
    Tak Kuen Siu and Robert J. Elliott
    The Journal of Derivatives Spring 2022, 29 (3) 106-123; DOI: https://doi.org/10.3905/jod.2022.1.147

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