Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Derivatives
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Derivatives

The Journal of Derivatives

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOD
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Winter 1998; Volume 6,Issue 2

Editorial

  • Open Access
    Editor's Letter
    The Journal of Derivatives Winter 1998, 6 (2) 1-2; DOI: https://doi.org/10.3905/jod.6.2.1

Primary Article

  • You have access
    The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
    Owain ap Gwilym, Mike Buckle, Andrew D Clare and Stephen H Thomas
    The Journal of Derivatives Winter 1998, 6 (2) 7-17; DOI: https://doi.org/10.3905/jod.6.2.7
  • You have access
    Evaluating Forecasts of Correlation Using Option Pricing
    Michael S. Gibson and Brian H. Boyer
    The Journal of Derivatives Winter 1998, 6 (2) 18-38; DOI: https://doi.org/10.3905/jod.6.2.18
  • You have access
    Pricing European Options on Autocorrelated Indexes
    Esa Jokivuolle
    The Journal of Derivatives Winter 1998, 6 (2) 39-52; DOI: https://doi.org/10.3905/jod.6.2.39
  • You have access
    Managerial Compensation and Firm Derivative Usage
    Shawn D. Howton and Steven B. Perfect
    The Journal of Derivatives Winter 1998, 6 (2) 53-64; DOI: https://doi.org/10.3905/jod.6.2.53
  • You have access
    Simulating Path-Dependent Options
    Mohamed El Babsiri and Gerald Noel
    The Journal of Derivatives Winter 1998, 6 (2) 65-83; DOI: https://doi.org/10.3905/jod.6.2.65
  • You have access
    Improving the Performance of Low-Discrepancy Sequences
    Alan Jung
    The Journal of Derivatives Winter 1998, 6 (2) 85-95; DOI: https://doi.org/10.3905/jod.6.2.85
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Derivatives
Vol. 6, Issue 2
Winter 1998
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1074-1240 | E-ISSN: 2168-8524

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies