Interest-rate and currency swaps
- Agnosticism in Pan-Asian Structured FinanceJeffrey H. ChenThe Journal of Structured Finance April 2019, 25 (1) 43-46; DOI: https://doi.org/10.3905/jsf.2019.25.1.043
- Swaps Regulation: Commodity Pools, Clearing, and MarginEllen L. MarksThe Journal of Structured Finance April 2013, 19 (1) 98-101; DOI: https://doi.org/10.3905/jsf.2013.19.1.098
- Dodd–Frank Swaps Clearing Requirement and Possible
Impact on Securitization TransactionsKenneth P. Marin and Samuel HuThe Journal of Structured Finance July 2013, 19 (2) 10-15; DOI: https://doi.org/10.3905/jsf.2013.19.2.010 - ABSTRAK and the Greeks: The Mathematics of Valuing Structured Securities in the Secondary MarketIuliia Palamar, David Abitbol, Ann Rutledge and Sylvain RaynesThe Journal of Structured Finance October 2011, 17 (3) 42-50; DOI: https://doi.org/10.3905/jsf.2011.17.3.042
- Derivatives in Bankruptcy: Some Lessons from Lehman BrothersHenry A. BarkhausenThe Journal of Structured Finance January 2010, 15 (4) 7-10; DOI: https://doi.org/10.3905/JSF.2010.15.4.007
- A Posteriori Multistage Optimal Trading under Transaction Costs and a Diversification ConstraintMogens Graf Plessen and Alberto BemporadThe Journal of Trading July 2018, 13 (3) 67-83; DOI: https://doi.org/10.3905/jot.2018.1.064
- Editor’s LetterBrian R. BruceThe Journal of Trading July 2018, 13 (3) 1; DOI: https://doi.org/10.3905/jot.2018.13.3.001
- Conditional Probabilistic Analysis of Trade Ticks in Currency Derivatives MarketsGaurav Raizada and S.V.D. Nageswara RaoThe Journal of Trading March 2017, 12 (2) 50-58; DOI: https://doi.org/10.3905/jot.2017.12.2.050
- The Tracking Efficiency of Physical and Synthetic Equity Index ETFsDaniel Broby and Oliver SpenceThe Journal of Index Investing November 2020, 11 (3) 34-47; DOI: https://doi.org/10.3905/jii.2020.1.097
- To Hedge or Not to Hedge: The Slings and Arrows of Currency Risk in Minimum-Volatility InvestingSanne de Boer and James NormanThe Journal of Index Investing August 2014, 5 (2) 21-33; DOI: https://doi.org/10.3905/jii.2014.5.2.021
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