The Journal of Derivatives

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Pricing and Hedging of Contingent Credit Lines
Elena Loukoianova, Salih N Neftci and Sunil Sharma

The Journal of Derivatives Spring 2007, 14 (3) 61-80; DOI: https://doi.org/10.3905/jod.2007.681814
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The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing
Anna Kalemanova, Bernd Schmid and Ralf Werner

The Journal of Derivatives Spring 2007, 14 (3) 80-94; DOI: https://doi.org/10.3905/jod.2007.681815
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Extracting Model-Free Volatility from Option Prices
George J. Jiang and Yisong S. Tian

The Journal of Derivatives Spring 2007, 14 (3) 35-60; DOI: https://doi.org/10.3905/jod.2007.681813
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Higher Order Greeks
Louis H. Ederington and Wei Guan

The Journal of Derivatives Spring 2007, 14 (3) 7-34; DOI: https://doi.org/10.3905/jod.2007.681812
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Factor Copulas
Martijn van der Voort

The Journal of Derivatives Spring 2007, 14 (3) 94-102; DOI: https://doi.org/10.3905/jod.2007.681816
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Valuing Credit Derivatives Using an Implied Copula Approach
John C. Hull and Alan D. White

The Journal of Derivatives Winter 2006, 14 (2) 8-28; DOI: https://doi.org/10.3905/jod.2006.667547
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On Pricing Derivatives in the Presence of Auxiliary State Variables
Junze Lin and Peter Ritchken

The Journal of Derivatives Winter 2006, 14 (2) 29-46; DOI: https://doi.org/10.3905/jod.2006.667549
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Fast Pricing of Cliquet Options with Global Floor
Mats Kjaer

The Journal of Derivatives Winter 2006, 14 (2) 47-60; DOI: https://doi.org/10.3905/jod.2006.667550
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Testing the Monotonicity Property of Option Prices
Christophe Pérignon

The Journal of Derivatives Winter 2006, 14 (2) 61-76; DOI: https://doi.org/10.3905/jod.2006.667551
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Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures
Kevin Dowd

The Journal of Derivatives Winter 2006, 14 (2) 77-81; DOI: https://doi.org/10.3905/jod.2006.667552

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