Table of Contents

Primary Article

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  Accelerating American Option Pricing in Lattices

  Michael Curran

  The Journal of Derivatives Winter 1995, 3 (2) 8-18; DOI: https://doi.org/10.3905/jod.1995.407936
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  On Pricing Barrier Options

  Peter Ritchken

  The Journal of Derivatives Winter 1995, 3 (2) 19-28; DOI: https://doi.org/10.3905/jod.1995.407939
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  Streamlining Monte Carlo Simulation with the Quasi-Analytic Method

  N.K. Chidambaran and Stephen Figlewski

  The Journal of Derivatives Winter 1995, 3 (2) 29-51; DOI: https://doi.org/10.3905/jod.1995.407941
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  Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure

  Ren-Raw Chen and Louis Scott

  The Journal of Derivatives Winter 1995, 3 (2) 53-72; DOI: https://doi.org/10.3905/jod.1995.407938
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  Techniques for Verifying the Accuracy of Risk Measurement Models

  Paul H. Kupiec

  The Journal of Derivatives Winter 1995, 3 (2) 73-84; DOI: https://doi.org/10.3905/jod.1995.407942
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  Derivatives and Partnership Exhange Funds

  James N. Calvin and Don R Rich

  The Journal of Derivatives Winter 1995, 3 (2) 85-93; DOI: https://doi.org/10.3905/jod.1995.407937
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  Remembering Fischer Black

  Stephen Figlewski

  The Journal of Derivatives Winter 1995, 3 (2) 94-98; DOI: https://doi.org/10.3905/jod.1995.407940