Index by author

Winter 1996; Volume 4,Issue 2

A

  1. Andrew Karolyi, G.

    1. 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

B

  1. Baz, Jamil

    1. 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

  2. Bessembinder, Hendrik

    1. 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

C

  1. Canter, Michael S.

    1. 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

  2. Cole, Joseph B.

    1. 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

  3. Coughenour, Jay F.

    1. 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

H

  1. Hauser, Shmuel

    1. 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

K

  1. Kapadia, Nikunj

    1. 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

L

  1. Lauterbach, Beni

    1. 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

P

  1. Pascutti, Michael J.

    1. 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

R

  1. Robins, Russell P.

    1. 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

S

  1. Sanders, Ralph W..

    1. 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

  2. Sandor, Richard L.

    1. 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

  3. Schachter, Barry

    1. 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

  4. Seguin, Paul J.

    1. 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

  5. Smoller, Margaret Monroe

    1. 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

Z

  1. Zimmermann, Heinz

    1. 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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The Journal of Derivatives
Vol. 4, Issue 2
Winter 1996
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