Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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