The Journal of Derivatives

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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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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
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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
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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
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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
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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
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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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