Futures and forward contracts
- Determinants of Trading Activity on the
Single-Stock Futures Market: Evidence from the
Eurex ExchangeJedrzej Bialkowski and Jacek JakubowskiThe Journal of Derivatives February 2012, 19 (3) 29-47; DOI: https://doi.org/10.3905/jod.2012.19.3.029 - Editor’s LetterStephen FiglewskiThe Journal of Derivatives February 2012, 19 (3) 1-2; DOI: https://doi.org/10.3905/jod.2012.19.3.001
- The Anatomy of Principal-Protected Absolute
Return Barrier NotesGeng Deng, Ilan Guedj, Joshua Mallett and Craig McCannThe Journal of Derivatives November 2011, 19 (2) 61-70; DOI: https://doi.org/10.3905/jod.2011.19.2.061 - Meteorological Forecasts and the Pricing of Temperature FuturesMatthias Ritter, Oliver Musshoff and Martin OdeningThe Journal of Derivatives November 2011, 19 (2) 45-60; DOI: https://doi.org/10.3905/jod.2011.19.2.045
- Editor’s LetterStephen FiglewskiThe Journal of Derivatives November 2011, 19 (2) 1-3; DOI: https://doi.org/10.3905/jod.2011.19.2.001
- An Average-Strike Put Option Model of the Marketability DiscountJohn D. FinnertyThe Journal of Derivatives May 2012, 19 (4) 53-69; DOI: https://doi.org/10.3905/jod.2012.19.4.053
- Locally Capped Investment Products and the Retail
InvestorCarole Bernard, Phelim P. Boyle and William GornallThe Journal of Derivatives May 2011, 18 (4) 72-88; DOI: https://doi.org/10.3905/jod.2011.18.4.072 - The Pricing of Path-Dependent Structured Financial
Retail Products: The Case of Bonus CertificatesRainer Baule and Christian TallauThe Journal of Derivatives May 2011, 18 (4) 54-71; DOI: https://doi.org/10.3905/jod.2011.18.4.054 - Valuation of Long-Term Flexible Gas ContractsLars Holden, Anders Løland and Ola LindqvistThe Journal of Derivatives February 2011, 18 (3) 75-85; DOI: https://doi.org/10.3905/jod.2011.18.3.075
- Futures Price Dynamics of CO2 Emission Allowances: An Empirical Analysis of the Trial PeriodMarliese Uhrig-Homburg and Michael WagnerThe Journal of Derivatives November 2009, 17 (2) 73-88; DOI: https://doi.org/10.3905/JOD.2009.17.2.073
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