Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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