Table of Contents

Summer 1996; Volume 3,Issue 4

C

  1. Chance, Don M.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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