Other
- Structural Default Modeling: A Lattice-Based ApproachGeorge M. Jabbour, Marat V. Kramin and Stephen D. YoungThe Journal of Derivatives May 2010, 17 (4) 44-53; DOI: https://doi.org/10.3905/jod.2010.17.4.044
- Using Order Statistics to Estimate Confidence Intervals for Quantile-Based Risk MeasuresKevin DowdThe Journal of Derivatives February 2010, 17 (3) 9-14; DOI: https://doi.org/10.3905/jod.2010.17.3.009
- A Simplified Approach to Approximate Diffusion Processes Widely Used in FinanceMassimo Costabile and Ivar MassabóThe Journal of Derivatives February 2010, 17 (3) 65-85; DOI: https://doi.org/10.3905/jod.2010.17.3.065
- Analytical VaR and Expected Shortfall for Quadratic PortfoliosMeng-Lan Yueh and Mark C.W WongThe Journal of Derivatives February 2010, 17 (3) 33-44; DOI: https://doi.org/10.3905/jod.2010.17.3.033
- Editor’s LetterStephen FiglewskiThe Journal of Derivatives February 2010, 17 (3) 1-2; DOI: https://doi.org/10.3905/jod.2010.17.3.001
- The Normal Inverse Gaussian Distribution and the Pricing of DerivativesAnders Eriksson, Eric Ghysels and Fangfang WangThe Journal of Derivatives February 2009, 16 (3) 23-37; DOI: https://doi.org/10.3905/JOD.2009.16.3.023
- A LETTER FROM THE DIRECTOR OF THE IAFEThe Journal of Derivatives August 2009, 17 (1) 6; DOI: https://doi.org/10.3905/JOD.2009.17.1.006
- Editor’s LetterStephen FiglewskiThe Journal of Derivatives August 2009, 17 (1) 1-2; DOI: https://doi.org/10.3905/JOD.2009.17.1.001
- Variance Reduction for Multivariate Monte Carlo SimulationJr-Yan WangThe Journal of Derivatives August 2008, 16 (1) 7-28; DOI: https://doi.org/10.3905/jod.2008.710895
- Son of BOSSAlan L. TuckerThe Journal of Derivatives May 2008, 15 (4) 74-85; DOI: https://doi.org/10.3905/jod.2008.707212
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