Table of Contents

Primary Article

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  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