Table of Contents

Primary Article

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  Correlations and Volatilities of Asynchronous Data

  Patrick Burns, Robert F Engle and Joseph J Mezrich

  The Journal of Derivatives Summer 1998, 5 (4) 7-18; DOI: https://doi.org/10.3905/jod.1998.408000
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  The Pricing of Equity Swaps and Swaptions

  Don M. Chance and Don R Rich

  The Journal of Derivatives Summer 1998, 5 (4) 19-31; DOI: https://doi.org/10.3905/jod.1998.408004
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  On Bounding Option Prices in Paretian Stable Markets

  Ivilina Popova and Peter Ritchken

  The Journal of Derivatives Summer 1998, 5 (4) 32-43; DOI: https://doi.org/10.3905/jod.1998.408001
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  The Introduction of Toronto Index Participation Units and Arbitrage Opportunities in the Toronto 35 Index Option Market

  Lucy E. Ackert and Yisong S. Tian

  The Journal of Derivatives Summer 1998, 5 (4) 44-53; DOI: https://doi.org/10.3905/jod.1998.408003
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  A Closed-Form Approximation for Valuing Basket Options

  Moshe Arye Milevsky and Steven E. Posner

  The Journal of Derivatives Summer 1998, 5 (4) 54-61; DOI: https://doi.org/10.3905/jod.1998.408005
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  The Impact of the Taxpayer Relief Act of 1997 on Derivatives Transactions

  Mark J.P. Anson

  The Journal of Derivatives Summer 1998, 5 (4) 62-72; DOI: https://doi.org/10.3905/jod.1998.408002