Index by author

Spring 1996; Volume 3,Issue 3

C

  1. Carpenter, Jennifer N.

    1. Current Issues in Accounting for Derivatives
      Jennifer N. Carpenter
      The Journal of Derivatives Spring 1996, 3 (3) 65-71; DOI: https://doi.org/10.3905/jod.1996.407943

H

  1. Hull, John C

    1. Using Hull-White Interest Rate Trees
      John C Hull and Alan D White
      The Journal of Derivatives Spring 1996, 3 (3) 26-36; DOI: https://doi.org/10.3905/jod.1996.407949

K

  1. Kat, Harry M.

    1. Delta Hedging of S&P 500 Options
      Harry M. Kat
      The Journal of Derivatives Spring 1996, 3 (3) 6-25; DOI: https://doi.org/10.3905/jod.1996.674854

L

  1. Li, Anlong

    1. Libor-In-Arrears Swaps
      Anlong Li and Vijay R. Maghavan
      The Journal of Derivatives Spring 1996, 3 (3) 44-48; DOI: https://doi.org/10.3905/jod.1996.407945

M

  1. Maghavan, Vijay R.

    1. Libor-In-Arrears Swaps
      Anlong Li and Vijay R. Maghavan
      The Journal of Derivatives Spring 1996, 3 (3) 44-48; DOI: https://doi.org/10.3905/jod.1996.407945

S

  1. Schenk, Christoph

    1. Portfolio Insurance for the Small Investor in Switzerland
      Walter Wasserfallen and Christoph Schenk
      The Journal of Derivatives Spring 1996, 3 (3) 37-43; DOI: https://doi.org/10.3905/jod.1996.407947

W

  1. Wasserfallen, Walter

    1. Portfolio Insurance for the Small Investor in Switzerland
      Walter Wasserfallen and Christoph Schenk
      The Journal of Derivatives Spring 1996, 3 (3) 37-43; DOI: https://doi.org/10.3905/jod.1996.407947

  2. White, Alan D

    1. Using Hull-White Interest Rate Trees
      John C Hull and Alan D White
      The Journal of Derivatives Spring 1996, 3 (3) 26-36; DOI: https://doi.org/10.3905/jod.1996.407949

  3. Wilson, Arthur J.

    1. Option Trading Around Ex-Dividend Dates
      Arthur J. Wilson
      The Journal of Derivatives Spring 1996, 3 (3) 49-64; DOI: https://doi.org/10.3905/jod.1996.407946
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The Journal of Derivatives
Vol. 3, Issue 3
Spring 1996
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