Other
- Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate RegimesPoh Ling Neo and Chyng Wen TeeThe Journal of Derivatives November 2019, 27 (2) 81-107; DOI: https://doi.org/10.3905/jod.2019.1.083
- Towards a General Local Volatility Model for All Asset ClassesDariusz Gatarek and Juliusz JabłeckiThe Journal of Derivatives August 2019, 27 (1) 14-31; DOI: https://doi.org/10.3905/jod.2019.1.079
- Evolution of Real Estate Derivatives and Their PricingFrank J. Fabozzi, Robert J. Shiller and Radu S. TunaruThe Journal of Derivatives February 2019, 26 (3) 7-21; DOI: https://doi.org/10.3905/jod.2019.26.3.007
- Currency Target Zones as Mirrored OptionsSandro Claudio Lera, Matthias Leiss and Didier SornetteThe Journal of Derivatives February 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
- Implied Volatility across Geographical Markets and Asset ClassesJulian P. Velev, Brian C. Payne, Jiri Tresl and Wilfredo ToledoThe Journal of Derivatives May 2018, 25 (4) 7-23; DOI: https://doi.org/10.3905/jod.2018.1.065
- Pricing Variance, Gamma, and Corridor Swaps Using Multinomial TreesHonglei Zhao, Zhe Zhao, Rupak Chatterjee, Thomas Lonon and Ionuţ FlorescuThe Journal of Derivatives November 2017, 25 (2) 7-21; DOI: https://doi.org/10.3905/jod.2017.25.2.007
- Reinsurance or CAT Bond? How to Optimally Combine BothDenis-Alexandre Trottier and Van Son LaiThe Journal of Fixed Income September 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065
- Commercial Real Estate Derivatives: The End or the Beginning?Radu Tunaru and Frank J. FabozziThe Journal of Portfolio Management September 2017, 43 (6) 179-186; DOI: https://doi.org/10.3905/jpm.2017.43.6.179
- Conic Option PricingDilip B. Madan and Wim SchoutensThe Journal of Derivatives August 2017, 25 (1) 10-36; DOI: https://doi.org/10.3905/jod.2017.25.1.010
- Pricing an Accumulator with Continuous or Discrete BarrierLing Xin, Philip L.H. Yu and Kin LamThe Journal of Derivatives May 2017, 24 (4) 93-107; DOI: https://doi.org/10.3905/jod.2017.24.4.093
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (44)
- Factors, risk premia
- Factor-based models (105)
- Style investing (31)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (85)
- Portfolio construction (308)
- ESG investing (70)
- Manager selection (41)
- Other (40)
- Quantitative methods
- Statistical methods (284)
- Simulations (74)
- Quantitative methods (186)
- Risk management
- Tail risks (31)
- Risk management (157)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (61)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Long-term/retirement investing
- Wealth management (132)
- Retirement (181)
- Social security (22)
- Pension funds (30)
- Other (5)
- Performance measurement
- Volatility measures (17)
- Performance measurement (349)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (146)
- Credit default swaps (27)
- Other (49)
- Mutual funds/passive investing/indexing
- Passive strategies (13)
- Other (97)