Table of Contents

Primary Article

• You have access

  Index Arbitrage Profitability

  George Sofianos

  The Journal of Derivatives Fall 1993, 1 (1) 6-20; DOI: https://doi.org/10.3905/jod.1993.407871
• You have access

  Efficient Procedures for Valuing European and American Path-Dependent Options

  John C Hull and Alan D White

  The Journal of Derivatives Fall 1993, 1 (1) 21-31; DOI: https://doi.org/10.3905/jod.1993.407869
• You have access

  Pricing Foreign Index Contingent Claims

  Ajay R Dravid, Matthew Richardson and Tong-sheng Sun

  The Journal of Derivatives Fall 1993, 1 (1) 33-51; DOI: https://doi.org/10.3905/jod.1993.407872
• You have access

  Hedging Volatility in Foreign Currencies

  Menachem Brenner and Dan Galai

  The Journal of Derivatives Fall 1993, 1 (1) 53-59; DOI: https://doi.org/10.3905/jod.1993.407870
• You have access

  Triangular Equilibrium and Arbitrade in the Market for Options to Exchange Two Assets

  William Margrabe

  The Journal of Derivatives Fall 1993, 1 (1) 60-69; DOI: https://doi.org/10.3905/jod.1993.407873
• You have access

  Derivatives on Market Volatility

  Robert E. Whaley

  The Journal of Derivatives Fall 1993, 1 (1) 71-84; DOI: https://doi.org/10.3905/jod.1993.407868
• You have access

  A Two-Factor, Arbitrage-Free, Model of Fluctuations in Crude Oil Futures Prices

  Kenneth D. Garbade

  The Journal of Derivatives Fall 1993, 1 (1) 86-97; DOI: https://doi.org/10.3905/jod.1993.407866
• You have access

  An Introduction to Special-Purpose Derivatives

  Gary L Gastineau

  The Journal of Derivatives Fall 1993, 1 (1) 98-104; DOI: https://doi.org/10.3905/jod.1993.407867