Table of Contents

Primary Article

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  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
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  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
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  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