The Journal of Derivatives

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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
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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
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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
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A Simple and Efficient Two-Factor Willow Tree Method for Convertible Bond Pricing with Stochastic Interest Rate and Default Risk
Ling Lu and Wei Xu

The Journal of Derivatives Fall 2017, 25 (1) 37-54; DOI: https://doi.org/10.3905/jod.2017.25.1.037
Open Access
Editor’s Letter
Stephen Figlewski

The Journal of Derivatives Fall 2017, 25 (1) 1-3; DOI: https://doi.org/10.3905/jod.2017.25.1.001
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An Energy Market Modeling Approach for Valuing Real Options
Marliese Uhrig-Homburg and Nils Unger

The Journal of Derivatives Fall 2017, 25 (1) 71-86; DOI: https://doi.org/10.3905/jod.2017.25.1.071
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A Simple Closed-Form Formula for Pricing Basket Options
Kin Hung (Felix) Kan

The Journal of Derivatives Fall 2017, 25 (1) 104-110; DOI: https://doi.org/10.3905/jod.2017.25.1.104
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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
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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
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Conic Option Pricing
Dilip B. Madan and Wim Schoutens

The Journal of Derivatives Fall 2017, 25 (1) 10-36; DOI: https://doi.org/10.3905/jod.2017.25.1.010

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