Table of Contents

Primary Article

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  Implied Trinomial Tress of the Volatility Smile

  Emanuel Derman, Iraj Kani and Neil Chriss

  The Journal of Derivatives Summer 1996, 3 (4) 7-22; DOI: https://doi.org/10.3905/jod.1996.407952
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  Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options

  Hardy M. Hodges

  The Journal of Derivatives Summer 1996, 3 (4) 23-35; DOI: https://doi.org/10.3905/jod.1996.407950
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  Investment Through CTAs

  David McCarthy, Thomas Schneeweis and Richard B Spurgin

  The Journal of Derivatives Summer 1996, 3 (4) 36-47; DOI: https://doi.org/10.3905/jod.1996.407953
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  The Term Structureof Equity Risk

  Ajay R Dravid and Oded Sanig

  The Journal of Derivatives Summer 1996, 3 (4) 48-63; DOI: https://doi.org/10.3905/jod.1996.407956
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  Asset Swaps with Asian-Style Payoffs

  Don M. Chance and Don R. Rich

  The Journal of Derivatives Summer 1996, 3 (4) 64-77; DOI: https://doi.org/10.3905/jod.1996.407951
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  The Economics of Derivatives Documentation

  Gerald D. Gay and Joanne T. Medero

  The Journal of Derivatives Summer 1996, 3 (4) 78-89; DOI: https://doi.org/10.3905/jod.1996.407955
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  Securitizing Future Generations Today

  Walter G. McNeill and Eugene F. Cowell

  The Journal of Derivatives Summer 1996, 3 (4) 90-95; DOI: https://doi.org/10.3905/jod.1996.407954