Volume 7; Issue 4

The Journal of Derivatives

Volume 7; Issue 4
1

An Empirical Evaluation of Value at Risk by Scenario Simulation

Abken, Peter A
Journal:
The Journal of Derivatives
Year:
2000
Language:
english
File:
PDF, 229 KB
english, 2000
2

Meeting the “Highly Effective Expectation” Criterion for Hedge Accounting

Kawaller, Ira G, Koch, Paul D
Journal:
The Journal of Derivatives
Year:
2000
Language:
english
File:
PDF, 103 KB
english, 2000
4

Option Pricing

Li, Feng
Journal:
The Journal of Derivatives
Year:
2000
Language:
english
File:
PDF, 235 KB
english, 2000
5

Understanding the Default-Implied Volatility for Credit Spreads

Zheng, C.K
Journal:
The Journal of Derivatives
Year:
2000
Language:
english
File:
PDF, 188 KB
english, 2000
7

Editor's Letter

Figlewski, Stephen, Jarrow, Robert A
Journal:
The Journal of Derivatives
Year:
2000
Language:
english
File:
PDF, 35 KB
english, 2000