Volume 11; Issue 2

The Journal of Derivatives

Volume 11; Issue 2
1

The Nasdaq Volatility Index During and After the Bubble

Simon, David P
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 202 KB
english, 2003
2

How Valuable is Credit Card Lending?

Chatterjea, Arkadev, Jarrow, Robert A, Neal, Robert, Yildirim, Yildiray
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 215 KB
english, 2003
3

Valuation of Stock Option Grants Under Multiple Severance Risks

Pandher, Gurupdesh S
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 193 KB
english, 2003
4

Lookback Option Valuation

Choi, Seungmook, Jameson, Mel
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 223 KB
english, 2003
5

Correct Calculation of Volatility in a Jump-Diffusion Model

Navas, Javier F
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 155 KB
english, 2003
6

Editor's Letter

Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2003
Language:
english
File:
PDF, 32 KB
english, 2003