Table of Contents

Primary Article

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  Numerical Procedures for Implementing Term Structure Models I

  John C Hull and Alan D White

  The Journal of Derivatives Fall 1994, 2 (1) 7-16; DOI: https://doi.org/10.3905/jod.1994.407902
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  Forecasting Volatility and Option Prices of the S&P 500 Index

  Jaesun Noh, Robert F. Engle and Alex Kane

  The Journal of Derivatives Fall 1994, 2 (1) 17-30; DOI: https://doi.org/10.3905/jod.1994.407901
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  Option Wagering in Point Spread Betting Markets

  Nelson J. Lacey and Donald R. Chambers

  The Journal of Derivatives Fall 1994, 2 (1) 31-37; DOI: https://doi.org/10.3905/jod.1994.407903
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  The Exercise of Equity Options

  James A. Overdahl and Peter G. Martin

  The Journal of Derivatives Fall 1994, 2 (1) 38-51; DOI: https://doi.org/10.3905/jod.1994.407904
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  A Simple Technique for the Valuation and Hedging of American Options

  T.S. Ho, Richard C. Stapleton and Marti G. Subrahmanyam

  The Journal of Derivatives Fall 1994, 2 (1) 52-66; DOI: https://doi.org/10.3905/jod.1994.407897
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  Comparing Eurodollar Strips to Interest Rate Swaps

  Ira G. Kawaller

  The Journal of Derivatives Fall 1994, 2 (1) 67-79; DOI: https://doi.org/10.3905/jod.1994.407899
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  Financial Derivatives

  The Journal of Derivatives Fall 1994, 2 (1) 80-89; DOI: https://doi.org/10.3905/jod.1994.407900
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  Commentary on “Financial Derivatives: Actions Needed to Protect the Financial System”

  Stephen Figlewski

  The Journal of Derivatives Fall 1994, 2 (1) 90-93; DOI: https://doi.org/10.3905/jod.1994.407898
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  The Supervision of Financial Derivatives

  Henry Kaufman

  The Journal of Derivatives Fall 1994, 2 (1) 94-95; DOI: https://doi.org/10.3905/jod.1994.407905