Derivatives:
Institutional Investor
Journal 4 issues per annum
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
On Pricing Derivatives in the Presence of
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
Muck, Matthias
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