The Journal of Derivatives

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Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Patrick Houweling, Albert Mentink and Ton C.F Vorst

The Journal of Derivatives Spring 2004, 11 (3) 63-80; DOI: https://doi.org/10.3905/jod.2004.391036
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Pricing of Electricity Swing Options
Jussi Keppo

The Journal of Derivatives Spring 2004, 11 (3) 26-43; DOI: https://doi.org/10.3905/jod.2004.391033
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Pricing and Hedging of American Knock-In Options
Farid Aitsahlia, Lorens Imhof and Tze Leung Lai

The Journal of Derivatives Spring 2004, 11 (3) 44-50; DOI: https://doi.org/10.3905/jod.2004.391034
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Risk-Managing Bermudan Swaptions in a LIBOR Model
Raoul Pietersz and Antoon Pelsser

The Journal of Derivatives Spring 2004, 11 (3) 51-62; DOI: https://doi.org/10.3905/jod.2004.391035
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Non-Affine Option Pricing
Kyriakos Chourdakis

The Journal of Derivatives Spring 2004, 11 (3) 10-25; DOI: https://doi.org/10.3905/jod.2004.391032
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The Nasdaq Volatility Index During and After the Bubble
David P. Simon

The Journal of Derivatives Winter 2003, 11 (2) 9-24; DOI: https://doi.org/10.3905/jod.2003.319213
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Lookback Option Valuation
Seungmook Choi and Mel Jameson

The Journal of Derivatives Winter 2003, 11 (2) 53-64; DOI: https://doi.org/10.3905/jod.2003.319216
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Correct Calculation of Volatility in a Jump-Diffusion Model
Javier F. Navas

The Journal of Derivatives Winter 2003, 11 (2) 66-72; DOI: https://doi.org/10.3905/jod.2003.319217
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How Valuable is Credit Card Lending?
Arkadev Chatterjea, Robert A Jarrow, Robert Neal and Yildiray Yildirim

The Journal of Derivatives Winter 2003, 11 (2) 39-52; DOI: https://doi.org/10.3905/jod.2003.319214
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Valuation of Stock Option Grants Under Multiple Severance Risks
Gurupdesh S. Pandher

The Journal of Derivatives Winter 2003, 11 (2) 25-37; DOI: https://doi.org/10.3905/jod.2003.319215

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