Issue Title: 
Highwire: apath: 
/iijderiv/25/1.atom
Highwire: atom_id: 
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Highwire: cpathalias: 
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iijderiv
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Highwire: pisa_master: 
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Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Aug 31, 2017
First Page: 
1
Issue Number: 
1
Last Page: 
110
Print Publication Date: 
Aug 31, 2017
Slug: 
1
Volume Number: 
25
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/25/1/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:20:"Conic Option Pricing";s:9:"header-id";s:18:"ConicOptionPricing";s:11:"groupingkey";s:20:"Conic Option Pricing";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/25/1/10.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:128:"A Simple and Efficient Two-Factor Willow Tree Method for Convertible Bond Pricing with Stochastic Interest Rate and Default Risk";s:9:"header-id";s:110:"ASimpleandEfficientTwo-FactorWillowTreeMethodforConvertibleBondPricingwithStochasticInterestRateandDefaultRisk";s:11:"groupingkey";s:128:"A Simple and Efficient Two-Factor Willow Tree Method for Convertible Bond Pricing with Stochastic Interest Rate and Default Risk";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/25/1/37.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:65:"Short Interest, Bearish Option Trades, and Short-Sale Constraints";s:9:"header-id";s:56:"ShortInterestBearishOptionTradesandShort-SaleConstraints";s:11:"groupingkey";s:65:"Short Interest, Bearish Option Trades, and Short-Sale Constraints";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/25/1/55.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:59:"An Energy Market Modeling Approach for Valuing Real Options";s:9:"header-id";s:51:"AnEnergyMarketModelingApproachforValuingRealOptions";s:11:"groupingkey";s:59:"An Energy Market Modeling Approach for Valuing Real Options";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/25/1/71.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:22:"Options Decimalization";s:9:"header-id";s:21:"OptionsDecimalization";s:11:"groupingkey";s:22:"Options Decimalization";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijderiv/25/1/88.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:55:"A Simple Closed-Form Formula for Pricing Basket Options";s:9:"header-id";s:48:"ASimpleClosed-FormFormulaforPricingBasketOptions";s:11:"groupingkey";s:55:"A Simple Closed-Form Formula for Pricing Basket Options";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijderiv/25/1/104.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Fall 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1074-1240
Electronic ISSN: 
2168-8524
Highwire Alternate Title: 
The Journal of Derivatives: 25 (1)
Last load event: 
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