Index by author
Winter 1996; Volume 4,Issue 2
A
Andrew Karolyi, G.
- You have accessStock Market Volatility Around Expiration DaysG. Andrew KarolyiThe Journal of Derivatives Winter 1996, 4 (2) 23-43; DOI: https://doi.org/10.3905/jod.1996.407969
B
Baz, Jamil
- You have accessAlternative Swap ContractsJamil Baz and Michael J. PascuttiThe Journal of Derivatives Winter 1996, 4 (2) 7-21; DOI: https://doi.org/10.3905/jod.1996.407963
Bessembinder, Hendrik
- You have accessIs There a Term Structure of Futures Volatilities? Reevaluating the Samuelson HypothesisHendrik Bessembinder, Jay F. Coughenour, Paul J. Seguin and Margaret Monroe SmollerThe Journal of Derivatives Winter 1996, 4 (2) 45-58; DOI: https://doi.org/10.3905/jod.1996.407967
C
Canter, Michael S.
- You have accessInsurance DerivativesMichael S. Canter, Joseph B. Cole and Richard L. SandorThe Journal of Derivatives Winter 1996, 4 (2) 89-104; DOI: https://doi.org/10.3905/jod.1996.407966
Cole, Joseph B.
- You have accessInsurance DerivativesMichael S. Canter, Joseph B. Cole and Richard L. SandorThe Journal of Derivatives Winter 1996, 4 (2) 89-104; DOI: https://doi.org/10.3905/jod.1996.407966
Coughenour, Jay F.
- You have accessIs There a Term Structure of Futures Volatilities? Reevaluating the Samuelson HypothesisHendrik Bessembinder, Jay F. Coughenour, Paul J. Seguin and Margaret Monroe SmollerThe Journal of Derivatives Winter 1996, 4 (2) 45-58; DOI: https://doi.org/10.3905/jod.1996.407967
H
Hauser, Shmuel
- You have accessTests of Warrant Pricing ModelsShmuel Hauser and Beni LauterbachThe Journal of Derivatives Winter 1996, 4 (2) 71-79; DOI: https://doi.org/10.3905/jod.1996.407970
K
Kapadia, Nikunj
- You have accessReview of The Dictionary of Financial Risk Management by Gary Gastineau and Mark KritzmanNikunj KapadiaThe Journal of Derivatives Winter 1996, 4 (2) 105-107; DOI: https://doi.org/10.3905/jod.1996.407968
L
Lauterbach, Beni
- You have accessTests of Warrant Pricing ModelsShmuel Hauser and Beni LauterbachThe Journal of Derivatives Winter 1996, 4 (2) 71-79; DOI: https://doi.org/10.3905/jod.1996.407970
P
Pascutti, Michael J.
- You have accessAlternative Swap ContractsJamil Baz and Michael J. PascuttiThe Journal of Derivatives Winter 1996, 4 (2) 7-21; DOI: https://doi.org/10.3905/jod.1996.407963
R
Robins, Russell P.
- You have accessAn Empirical Investigation of Variance Reduction Through Non-Delta Neutral HedgingRussell P. Robins, Ralph W.. Sanders and Barry SchachterThe Journal of Derivatives Winter 1996, 4 (2) 59-69; DOI: https://doi.org/10.3905/jod.1996.407964
S
Sanders, Ralph W..
- You have accessAn Empirical Investigation of Variance Reduction Through Non-Delta Neutral HedgingRussell P. Robins, Ralph W.. Sanders and Barry SchachterThe Journal of Derivatives Winter 1996, 4 (2) 59-69; DOI: https://doi.org/10.3905/jod.1996.407964
Sandor, Richard L.
- You have accessInsurance DerivativesMichael S. Canter, Joseph B. Cole and Richard L. SandorThe Journal of Derivatives Winter 1996, 4 (2) 89-104; DOI: https://doi.org/10.3905/jod.1996.407966
Schachter, Barry
- You have accessAn Empirical Investigation of Variance Reduction Through Non-Delta Neutral HedgingRussell P. Robins, Ralph W.. Sanders and Barry SchachterThe Journal of Derivatives Winter 1996, 4 (2) 59-69; DOI: https://doi.org/10.3905/jod.1996.407964
Seguin, Paul J.
- You have accessIs There a Term Structure of Futures Volatilities? Reevaluating the Samuelson HypothesisHendrik Bessembinder, Jay F. Coughenour, Paul J. Seguin and Margaret Monroe SmollerThe Journal of Derivatives Winter 1996, 4 (2) 45-58; DOI: https://doi.org/10.3905/jod.1996.407967
Smoller, Margaret Monroe
- You have accessIs There a Term Structure of Futures Volatilities? Reevaluating the Samuelson HypothesisHendrik Bessembinder, Jay F. Coughenour, Paul J. Seguin and Margaret Monroe SmollerThe Journal of Derivatives Winter 1996, 4 (2) 45-58; DOI: https://doi.org/10.3905/jod.1996.407967
Z
Zimmermann, Heinz
- You have accessConstant Return Participating (CRP) Portfolio Insurance StrategiesHeinz ZimmermannThe Journal of Derivatives Winter 1996, 4 (2) 80-88; DOI: https://doi.org/10.3905/jod.1996.407965