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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Winter 1994; Volume 2,Issue 2

Primary Article

  • You have access
    Pricing and Hedging International Equity Derivatives
    Harry M. Kat and Henk N.M. Roozen
    The Journal of Derivatives Winter 1994, 2 (2) 7-19; DOI: https://doi.org/10.3905/jod.1994.407910
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    The Predictability of Managed Futures Returns
    Scott H. Irwin, Carl R. Zulauf and Barry W. Ward
    The Journal of Derivatives Winter 1994, 2 (2) 20-27; DOI: https://doi.org/10.3905/jod.1994.407911
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    Methods for Institutional Investment in Commodity Futures
    Robert J. Greer
    The Journal of Derivatives Winter 1994, 2 (2) 28-36; DOI: https://doi.org/10.3905/jod.1994.407907
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    Numerical Procedures for Implementing Term Structure Models II
    John C Hull and Alan D White
    The Journal of Derivatives Winter 1994, 2 (2) 37-48; DOI: https://doi.org/10.3905/jod.1994.407908
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    Volatility Prediction
    Ronald C. Heynen and Harry M. Kat
    The Journal of Derivatives Winter 1994, 2 (2) 50-65; DOI: https://doi.org/10.3905/jod.1994.407912
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    On the Simulation of Contingent Claims
    Les Clewlow and Andrew Carverhill
    The Journal of Derivatives Winter 1994, 2 (2) 66-74; DOI: https://doi.org/10.3905/jod.1994.407909
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    How to Lose Money in Derivatives
    Stephen Figlewski
    The Journal of Derivatives Winter 1994, 2 (2) 75-82; DOI: https://doi.org/10.3905/jod.1994.407906
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The Journal of Derivatives
Vol. 2, Issue 2
Winter 1994
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