Volume 10; Issue 3

The Journal of Derivatives

Volume 10; Issue 3
1

Explaining Smiles

Lehnert, Thorsten
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 276 KB
english, 2003
2

The Valuation of Credit Default Swap Options

Hull, John C, White, Alan D
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 357 KB
english, 2003
3

No-Arbitrage Approach to Pricing Credit Spread Derivatives

Chu, Chi Chiu, Kwok, Yue Kuen
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 2.18 MB
english, 2003
4

Non-Parametric Pricing of Multivariate Contingent Claims

Rosenberg, Joshua V
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 643 KB
english, 2003
5

Digital Premium

Berd, Arthur M, Kapoor, Vivek
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 392 KB
english, 2003
6

Editor's Letter

Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 64 KB
english, 2003