The Journal of Derivatives

Latest Articles

You have access
The Second Partial Derivative of Option Price with Respect to the Strike: A Historical Reminiscence
Heinz Zimmermann

The Journal of Derivatives Spring 2018, 25 (3) 81-87; DOI: https://doi.org/10.3905/jod.2018.25.3.081
You have access
It Is Time to Shift Log-Normal
Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang

The Journal of Derivatives Spring 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
You have access
A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance
Riccardo Rebonato and Chu Ming Ng

The Journal of Derivatives Spring 2018, 25 (3) 55-80; DOI: https://doi.org/10.3905/jod.2018.1.063
Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Winter 2017, 25 (2) 1-2; DOI: https://doi.org/10.3905/jod.2017.25.2.001
You have access
Volatility Leadership Among Index Options
Stephen Figlewski and Anja Frommherz

The Journal of Derivatives Winter 2017, 25 (2) 43-60; DOI: https://doi.org/10.3905/jod.2017.25.2.043
You have access
Sector Option Implied Volatility Dynamics and Predictability
Joseph M. Marks and David P. Simon

The Journal of Derivatives Winter 2017, 25 (2) 22-42; DOI: https://doi.org/10.3905/jod.2017.25.2.022
You have access
Pricing Variance, Gamma, and Corridor Swaps Using Multinomial Trees
Honglei Zhao, Zhe Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ Florescu

The Journal of Derivatives Winter 2017, 25 (2) 7-21; DOI: https://doi.org/10.3905/jod.2017.25.2.007
You have access
Rent-to-Own Housing Contracts under Financial Constraints
Sanjiv Jaggia and Pratish Patel

The Journal of Derivatives Winter 2017, 25 (2) 62-78; DOI: https://doi.org/10.3905/jod.2017.25.2.062
You have access
Short Interest, Bearish Option Trades, and Short-Sale Constraints
Brian Du

The Journal of Derivatives Fall 2017, 25 (1) 55-70; DOI: https://doi.org/10.3905/jod.2017.25.1.055
You have access
Options Decimalization
Faith Chin and Corey Garriott

The Journal of Derivatives Fall 2017, 25 (1) 88-103; DOI: https://doi.org/10.3905/jod.2017.25.1.088

Main menu

User menu

Search

The Journal of Derivatives

Latest Articles

Pages

ABOUT US

OUR OFFERINGS

GET INVOLVED

CUSTOMER SERVICE

Main menu

User menu

Search

Latest Articles

Pages

Stay Connected