Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Derivatives

The Journal of Derivatives

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

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Winter 1996; Volume 4,Issue 2

Primary Article

  • You have access
    Alternative Swap Contracts
    Jamil Baz and Michael J. Pascutti
    The Journal of Derivatives Winter 1996, 4 (2) 7-21; DOI: https://doi.org/10.3905/jod.1996.407963
  • You have access
    Stock Market Volatility Around Expiration Days
    G. Andrew Karolyi
    The Journal of Derivatives Winter 1996, 4 (2) 23-43; DOI: https://doi.org/10.3905/jod.1996.407969
  • You have access
    Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis
    Hendrik Bessembinder, Jay F. Coughenour, Paul J. Seguin and Margaret Monroe Smoller
    The Journal of Derivatives Winter 1996, 4 (2) 45-58; DOI: https://doi.org/10.3905/jod.1996.407967
  • You have access
    An Empirical Investigation of Variance Reduction Through Non-Delta Neutral Hedging
    Russell P. Robins, Ralph W.. Sanders and Barry Schachter
    The Journal of Derivatives Winter 1996, 4 (2) 59-69; DOI: https://doi.org/10.3905/jod.1996.407964
  • You have access
    Tests of Warrant Pricing Models
    Shmuel Hauser and Beni Lauterbach
    The Journal of Derivatives Winter 1996, 4 (2) 71-79; DOI: https://doi.org/10.3905/jod.1996.407970
  • You have access
    Constant Return Participating (CRP) Portfolio Insurance Strategies
    Heinz Zimmermann
    The Journal of Derivatives Winter 1996, 4 (2) 80-88; DOI: https://doi.org/10.3905/jod.1996.407965
  • You have access
    Insurance Derivatives
    Michael S. Canter, Joseph B. Cole and Richard L. Sandor
    The Journal of Derivatives Winter 1996, 4 (2) 89-104; DOI: https://doi.org/10.3905/jod.1996.407966
  • You have access
    Review of The Dictionary of Financial Risk Management by Gary Gastineau and Mark Kritzman
    Nikunj Kapadia
    The Journal of Derivatives Winter 1996, 4 (2) 105-107; DOI: https://doi.org/10.3905/jod.1996.407968
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 4, Issue 2
Winter 1996
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies