Table of Contents

Winter 1994; Volume 2,Issue 2

C

  1. Carverhill, Andrew

    1. 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

  2. Clewlow, Les

    1. 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

F

  1. Figlewski, Stephen

    1. 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

G

  1. Greer, Robert J.

    1. 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

H

  1. Heynen, Ronald C.

    1. 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

  2. Hull, John C

    1. 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

I

  1. Irwin, Scott H.

    1. 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

K

  1. Kat, Harry M.

    1. 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
    2. 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

R

  1. Roozen, Henk N.M.

    1. 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

W

  1. Ward, Barry W.

    1. 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

  2. White, Alan D

    1. 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

Z

  1. Zulauf, Carl R.

    1. 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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The Journal of Derivatives
Vol. 2, Issue 2
Winter 1994
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