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The Journal of Derivatives

The Journal of Derivatives

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More articles from Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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    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
  • You have access
    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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    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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