Volume 13; Issue 3

The Journal of Derivatives

Volume 13; Issue 3
1

Pricing and Hedging Mandatory Convertible Bonds

Ammann, Manuel, Seiz, Ralf
Journal:
The Journal of Derivatives
Year:
2006
Language:
english
File:
PDF, 1.53 MB
english, 2006
2

A Tale of Two Indices

Carr, Peter, Wu, Liuren
Journal:
The Journal of Derivatives
Year:
2006
Language:
english
File:
PDF, 464 KB
english, 2006
3

Year-End Seasonality in One-Month LIBOR Derivatives

Neely, Christopher J, Winters, Drew B
Journal:
The Journal of Derivatives
Year:
2006
Language:
english
File:
PDF, 474 KB
english, 2006
4

Securitization of Senior Life Settlements

Stone, Charles A, Zissu, Anne
Journal:
The Journal of Derivatives
Year:
2006
Language:
english
File:
PDF, 238 KB
english, 2006
5

Editor's Letter

Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2006
Language:
english
File:
PDF, 28 KB
english, 2006