Table of Contents

Primary Article

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  On the Accounting Valuation of Employee Stock Options

  Mark Rubinstein

  The Journal of Derivatives Fall 1995, 3 (1) 8-24; DOI: https://doi.org/10.3905/jod.1995.407933
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  The Importance of Forward Rate Volatility Structures in Pricing Interest Rate-Sensitive Claims

  Peter Ritchken and L. Sankarasubramanian

  The Journal of Derivatives Fall 1995, 3 (1) 25-41; DOI: https://doi.org/10.3905/jod.1995.407935
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  Early Exercise Regions for Exotic Options

  Ken Seng Tan and Kenneth R. Vetzal

  The Journal of Derivatives Fall 1995, 3 (1) 42-56; DOI: https://doi.org/10.3905/jod.1995.407930
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  Probabilities and Values of Early Exercise

  James N.. Bodurtha and Georges R. Courtadon

  The Journal of Derivatives Fall 1995, 3 (1) 57-75; DOI: https://doi.org/10.3905/jod.1995.407934
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  An Efficient Approach for Pricing Spread Options

  Neil D. Pearson

  The Journal of Derivatives Fall 1995, 3 (1) 76-91; DOI: https://doi.org/10.3905/jod.1995.407928
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  Interest Rate Digital Options and Range Notes

  Stuart M. Turnbull

  The Journal of Derivatives Fall 1995, 3 (1) 92-101; DOI: https://doi.org/10.3905/jod.1995.407931
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  An Extension of the Three-Jump Process Model for Contingent Claim Valuation

  He Youn Cho and Ki Wook Lee

  The Journal of Derivatives Fall 1995, 3 (1) 102-108; DOI: https://doi.org/10.3905/jod.1995.407929
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  Lost Barings

  Hans R. Stoll

  The Journal of Derivatives Fall 1995, 3 (1) 109-115; DOI: https://doi.org/10.3905/jod.1995.407932