Volume 9; Issue 3

The Journal of Derivatives

Volume 9; Issue 3
1

European Option Pricing with Discrete Stochastic Dividends

Year:
2002
Language:
english
File:
PDF, 155 KB
english, 2002
2

Long-Memory versus Option-Implied Volatility Predictions

Year:
2002
Language:
english
File:
PDF, 1.26 MB
english, 2002
4

What Exactly Does Credit VaR Measure?

Year:
2002
Language:
english
File:
PDF, 594 KB
english, 2002
5

Synthetic CDOs

Year:
2002
Language:
english
File:
PDF, 339 KB
english, 2002
6

Synthetic Collateralized Loan Obligations

Year:
2002
Language:
english
File:
PDF, 255 KB
english, 2002
7

Editor's Letter

Year:
2002
Language:
english
File:
PDF, 35 KB
english, 2002