Derivatives:

The Journal of Derivatives

Institutional Investor
Journal  4 issues per annum

Paper + Online - USA - USD 525.00  
Paper & Online - ROW - USD 600.00  


The
The Journal of Derivatives. The derivatives market continues to produce some of the most exciting new theories - and products - in the financial community.

 


The derivatives market continues to produce some of the most exciting new theories - and products - in the financial community. But in a market that moves at such a rapid pace, how do you stay on top of the latest ideas in derivatives - and how do you put these creative ideas to work?


You\'ll find the answer in The Journal of Derivatives, which bridges the gap between academic theory and practical application. With concise, results-oriented analysis on the ever-evolving derivatives market, it probes the most current ideas, developments, and insights on every aspect of the derivatives market, such as:


-Which of the latest bond option pricing models is best?


-How should you price emerging market equity options?


-What are the pros and cons of OTC vs exchange-traded derivative contracts for institutional investors?


Plus, you get the latest techniques on hedging with futures, managing foreign exchange risk, and comparing option pricing models - and current information on evaluating new products, minimizing transaction costs, gauging the effects of regulation, and spotting undervalued opportunities.


Recent Headlines:


Winter 2006




Valuing Credit Derivatives Using an Implied Copula Approach


Hull, John C.; White, Alan D.




On Pricing Derivatives in the Presence of Auxiliary State Variables


Lin, Junze; Ritchken, Peter




Fast Pricing of Cliquet Options with Global Floor


Kjaer, Mats




Testing the Monotonicity Property of Option Prices


Perignon, Christophe




Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures


Dowd, Kevin




Fall 2006




A Matrix-Based Lattice Model to Value Employee Stock Options


Bajaj, Mukesh; Mazumdar, Sumon C.; Unni, Sanjay




Credit Spread Option Valuation under GARCH


Tahani, Nabil




Efficient Analytical Cascade Calibration of the LIBOR Market Model with Endogenous Interpolation


Brigo, Damiano; Morini, Massimo




Barrier Options on Spot LIBOR Rates under Multi-Factor Gaussian HJM Models


Nunes, Joao Pedro




Where Should You Buy Your Options? The Pricing of Exchange-Traded Certificates and OTC Derivatives in Germany


Muck, Matthias







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