Volume 6; Issue 3

The Journal of Derivatives

Volume 6; Issue 3
1

Building Models for Credit Spreads

Arvanitis, Angelo, Gregory, Jonathan, Laurent, Jean-Paul
Journal:
The Journal of Derivatives
Year:
1999
Language:
english
File:
PDF, 475 KB
english, 1999
2

Pricing Parisan Options

Haber, Richard J, Schönbucher, Phillip J, Wilmott, Paul
Journal:
The Journal of Derivatives
Year:
1999
Language:
english
File:
PDF, 916 KB
english, 1999
4

Value at Risk For Derivatives

El-Jahel, Lina, Perraudin, William, Sellin, Peter
Journal:
The Journal of Derivatives
Year:
1999
Language:
english
File:
PDF, 184 KB
english, 1999
5

Static Hedging of Timing Risk

Carr, Peter, Picron, Jean-Francois
Journal:
The Journal of Derivatives
Year:
1999
Language:
english
File:
PDF, 306 KB
english, 1999
6

Editor's Letter

Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
1999
Language:
english
File:
PDF, 32 KB
english, 1999