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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Summer 1996; Volume 3,Issue 4

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Derivatives
Vol. 3, Issue 4
Summer 1996
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