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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Summer 1996; Volume 3,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

C

  1. Chance, Don M.

    1. 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
  2. Chriss, Neil

    1. 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
  3. Cowell, Eugene F.

    1. You have access
      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

D

  1. Derman, Emanuel

    1. 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
  2. Dravid, Ajay R

    1. You have access
      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

G

  1. Gay, Gerald D.

    1. You have access
      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

H

  1. Hodges, Hardy M.

    1. 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

K

  1. Kani, Iraj

    1. 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

M

  1. McCarthy, David

    1. You have access
      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
  2. McNeill, Walter G.

    1. You have access
      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
  3. Medero, Joanne T.

    1. You have access
      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

R

  1. Rich, Don R.

    1. 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

S

  1. Sanig, Oded

    1. You have access
      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
  2. Schneeweis, Thomas

    1. You have access
      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
  3. Spurgin, Richard B

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