Issue Title: 
Highwire: apath: 
/iijderiv/24/4.atom
Highwire: atom_id: 
tag:iijderiv@highwire.org,2017-07-21:24/4
Highwire: cpath: 
/content/24/4
Highwire: cpathalias: 
/content/vol24/issue4
/content/iijderiv/vol24/issue4
/content/iijderiv/24/4
Highwire: jcode: 
iijderiv
Highwire: pisa_id: 
iijderiv;24/4
Highwire: pisa_master: 
iijderiv;24/4
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
May 31, 2017
First Page: 
1
Issue Number: 
4
Last Page: 
114
Print Publication Date: 
May 31, 2017
Slug: 
4
Volume Number: 
24
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:7:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:21:"/iijderiv/24/4/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:60:"A New Model for Pricing Collateralized Financial Derivatives";s:9:"header-id";s:53:"ANewModelforPricingCollateralizedFinancialDerivatives";s:11:"groupingkey";s:60:"A New Model for Pricing Collateralized Financial Derivatives";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:21:"/iijderiv/24/4/8.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:97:"The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities";s:9:"header-id";s:83:"TheMarketPriceofVolatilityRiskandtheDynamicsofMarketandActuarialImpliedVolatilities";s:11:"groupingkey";s:97:"The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/24/4/21.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:124:"A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds";s:9:"header-id";s:108:"AModifiedReduced-FormModelwithTime-VaryingDefaultandRecoveryRatesandItsApplicationsinPricingConvertibleBonds";s:11:"groupingkey";s:124:"A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible Bonds";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/24/4/52.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:68:"Calibrating Short Interest Rate Models in Negative Rate Environments";s:9:"header-id";s:60:"CalibratingShortInterestRateModelsinNegativeRateEnvironments";s:11:"groupingkey";s:68:"Calibrating Short Interest Rate Models in Negative Rate Environments";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/24/4/80.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:58:"Pricing an Accumulator with Continuous or Discrete Barrier";s:9:"header-id";s:51:"PricinganAccumulatorwithContinuousorDiscreteBarrier";s:11:"groupingkey";s:58:"Pricing an Accumulator with Continuous or Discrete Barrier";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/24/4/93.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:93:"Beer Annuities: <em xmlns="http://www.w3.org/1999/xhtml">Hold the Interest and Principal</em>";s:9:"header-id";s:40:"BeerAnnuitiesHoldtheInterestandPrincipal";s:11:"groupingkey";s:47:"Beer Annuities: Hold the Interest and Principal";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijderiv/24/4/108.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Summer 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1074-1240
Electronic ISSN: 
2168-8524
Highwire Alternate Title: 
The Journal of Derivatives: 24 (4)
Last load event: 
Tuesday, November 14, 2017 - 13:56