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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

Summer 1995; Volume 2,Issue 4

Editorial

  • Open Access
    Editor's Letter
    The Journal of Derivatives Summer 1995, 2 (4) 5; DOI: https://doi.org/10.3905/jod.1995.407922

Primary Article

  • You have access
    Hedging, Speculation, and Systemic Risk
    Fischer Black
    The Journal of Derivatives Summer 1995, 2 (4) 6-8; DOI: https://doi.org/10.3905/jod.1995.407925
  • You have access
    Evolution of Interest Rate Models
    Thomas S.Y. Ho
    The Journal of Derivatives Summer 1995, 2 (4) 9-20; DOI: https://doi.org/10.3905/jod.1995.407923
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    Corporate Risk Management
    Clifford W.. Smith
    The Journal of Derivatives Summer 1995, 2 (4) 21-30; DOI: https://doi.org/10.3905/jod.1995.407920
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    Equity Options
    Gary L. Gastineau
    The Journal of Derivatives Summer 1995, 2 (4) 32-33; DOI: https://doi.org/10.3905/jod.1995.407921
  • You have access
    Option Pricing Trees
    Kaushik Amin
    The Journal of Derivatives Summer 1995, 2 (4) 34-46; DOI: https://doi.org/10.3905/jod.1995.407926
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    GARCH Gamma
    Robert F. Engle and Joshua V. Rosenberg
    The Journal of Derivatives Summer 1995, 2 (4) 47-59; DOI: https://doi.org/10.3905/jod.1995.407924
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    A New Strategy for Dynamically Hedging Mortgage-Backed Securities
    Jacob Boudoukh, Matthew Richardson, Richard Stanton and Robert F. Whitelaw
    The Journal of Derivatives Summer 1995, 2 (4) 60-77; DOI: https://doi.org/10.3905/jod.1995.407919
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    Static Options Replication
    Emanuel Derman, Deniz Ergener and Iraj Kani
    The Journal of Derivatives Summer 1995, 2 (4) 78-95; DOI: https://doi.org/10.3905/jod.1995.407927
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The Journal of Derivatives
Vol. 2, Issue 4
Summer 1995
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