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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Summer 1997; Volume 4,Issue 4

Primary Article

  • You have access
    Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices
    Charles J. Corrado and Tie Su
    The Journal of Derivatives Summer 1997, 4 (4) 8-19; DOI: https://doi.org/10.3905/jod.1997.407978
  • You have access
    The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
    Owain ap Gwilym, Mike Buckle and Stephen H Thomas
    The Journal of Derivatives Summer 1997, 4 (4) 20-32; DOI: https://doi.org/10.3905/jod.1997.407980
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    Comparisons of Commodity and Managed Futures Benchmark Indexes
    Thomas Schneeweis and Richard B Spurgin
    The Journal of Derivatives Summer 1997, 4 (4) 33-50; DOI: https://doi.org/10.3905/jod.1997.407977
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    The Orange County Bankruptcy and its Aftermath
    Merton H. Miller and David J. Ross
    The Journal of Derivatives Summer 1997, 4 (4) 51-60; DOI: https://doi.org/10.3905/jod.1997.407981
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    Lessons from the Orange County Bankruptcy
    Philippe Jorion
    The Journal of Derivatives Summer 1997, 4 (4) 61-66; DOI: https://doi.org/10.3905/jod.1997.407979
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    Aggressive Corporate Finance
    Donald J. Smith
    The Journal of Derivatives Summer 1997, 4 (4) 67-79; DOI: https://doi.org/10.3905/jod.1997.407976
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The Journal of Derivatives
Vol. 4, Issue 4
Summer 1997
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