Skip to main content

Main menu

  • Latest
  • Issues
    • Published Ahead of Print (PAP)
    • Current Issue
    • Latest Articles
    • Archive
  • About
    • Journal Information
    • Editorial Board
    • About IIJ
  • Information for
    • Advertisers and Sponsors
    • Agents
    • Authors
    • Institutions
  • Events
  • Videos
  • Institutional Investor Journals: Home
    • The Journal of Alternative Investments
    • The Journal of Fixed Income
    • The Journal of Index Investing
    • The Journal of Investing
    • The Journal of Portfolio Management
    • The Journal of Private Equity
    • The Journal of Retirement
    • The Journal of Structured Finance
    • The Journal of Trading
    • The Journal of Wealth Management
    • Practical Applications
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
  • Visit IIJ on Facebook

User menu

  • Register
  • Subscribe
  • My alerts
  • Log in

Search

  • Advanced search
The Journal of Derivatives
  • Institutional Investor Journals: Home
    • The Journal of Alternative Investments
    • The Journal of Fixed Income
    • The Journal of Index Investing
    • The Journal of Investing
    • The Journal of Portfolio Management
    • The Journal of Private Equity
    • The Journal of Retirement
    • The Journal of Structured Finance
    • The Journal of Trading
    • The Journal of Wealth Management
    • Practical Applications
  • Register
  • Subscribe
  • My alerts
  • Log in
The Journal of Derivatives

The Journal of Derivatives

Advanced Search

  • Latest
  • Issues
    • Published Ahead of Print (PAP)
    • Current Issue
    • Latest Articles
    • Archive
  • About
    • Journal Information
    • Editorial Board
    • About IIJ
  • Information for
    • Advertisers and Sponsors
    • Agents
    • Authors
    • Institutions
  • Events
  • Videos
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
  • Visit IIJ on Facebook

Index by author

Summer 2009; Volume 16,Issue 4

Article

  • Open Access
    Editor’s Letter
    Stephen Figlewski
    The Journal of Derivatives Summer 2009, 16 (4) 1-2; DOI: https://doi.org/10.3905/JOD.2009.16.4.001
  • You have access
    A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
    X. Burtschell, Jonathan Gregory and Jean-Paul Laurent
    The Journal of Derivatives Summer 2009, 16 (4) 9-37; DOI: https://doi.org/10.3905/JOD.2009.16.4.009
  • You have access
    Cross-Sectional Analysis of Risk-Neutral Skewness
    Stephen J Taylor, Pradeep K Yadav and Yuanyuan Zhang
    The Journal of Derivatives Summer 2009, 16 (4) 38-52; DOI: https://doi.org/10.3905/JOD.2009.16.4.038
  • You have access
    A Multi-Factor Cross-Currency LIBOR Market Model
    Wolfgang Benner, Lyudmil Zyapkov and Stephan Jortzik
    The Journal of Derivatives Summer 2009, 16 (4) 53-71; DOI: https://doi.org/10.3905/JOD.2009.16.4.053
  • You have access
    Pricing Parisian Options by Generating Functions
    Bing-Qing Li and Hai-Jian Zhao
    The Journal of Derivatives Summer 2009, 16 (4) 72-81; DOI: https://doi.org/10.3905/JOD.2009.16.4.072
  • You have access
    On Perpetual American Strangles
    Franck Moraux
    The Journal of Derivatives Summer 2009, 16 (4) 82-97; DOI: https://doi.org/10.3905/JOD.2009.16.4.082
Back to top
PreviousNext

In this issue

The Journal of Derivatives
Vol. 16, Issue 4
Summer 2009
  • Table of Contents
  • Index by author
Sign up for alerts
Entire Issue ($269)
Institutional Investor Journals
1120 Avenue of the Americas
New York, NY 10036

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
  • Visit IIJ on Facebook

ABOUT US

  • Home
  • About IIJ
  • Nobel Laureates
  • Events
  • Awards
  • Careers

OUR OFFERINGS

  • Guides
  • Permissions and Reprints
  • Digital Archives

GET INVOLVED

  • Advertise or sponsor
  • Publish your work
  • Subscribe
  • Agents

CUSTOMER SERVICE

  • Contact Us
  • FAQ's
  • Feedback
  • Publishing Schedule 2017/2018
  • Code of Ethics
  • Subscribe Now
  • Log In

© 2018 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies