Journal of Derivatives & Hedge Funds is now archived and no
longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.
Volume 19, issue 4, November 2013
Special Section: Very Exotic Derivatives
8 articles in this issue
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Valuation of reverse convertibles in the variance gamma economy
Authors
- Geng Deng
- Tim Dulaney
- Craig McCann
- Content type: Original Article
- Published: 20 February 2014
- Pages: 244 - 258
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A simple and precise method for pricing convertible bond with credit risk
Authors
- Tim Xiao
- Content type: Original Article
- Published: 20 February 2014
- Pages: 259 - 277
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Crooked volatility smiles: Evidence from leveraged and inverse ETF options
Authors (first, second and last of 4)
- Geng Deng
- Tim Dulaney
- Mike Yan
- Content type: Original Article
- Published: 20 February 2014
- Pages: 278 - 294
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Determinants of credit default swaps spreads in European and Asian markets
Authors (first, second and last of 4)
- M Kabir Hassan
- Thiti S Ngow
- Abul Hassan
- Content type: Original Article
- Published: 20 February 2014
- Pages: 295 - 310
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Strategy diversification: Combining momentum and carry strategies within a foreign exchange portfolio
Authors
- Francis Olszweski
- Guofu Zhou
- Content type: Original Article
- Open Access
- Published: 16 January 2014
- Pages: 311 - 320
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Crude oil futures markets: Another look into traders’ positions
Authors
- Damir Tokic
- Content type: Original Article
- Published: 09 January 2014
- Pages: 321 - 342
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Reconsidering funds of hedge funds
Authors
- Maher Kooli
- Content type: Book Review
- Published: 20 February 2014
- Pages: 343 - 344