Index by author
Winter 1998; Volume 6,Issue 2
B
Boyer, Brian H.
- You have accessEvaluating Forecasts of Correlation Using Option PricingMichael S. Gibson and Brian H. BoyerThe Journal of Derivatives Winter 1998, 6 (2) 18-38; DOI: https://doi.org/10.3905/jod.6.2.18
Buckle, Mike
- You have accessThe Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic AnnouncementsOwain ap Gwilym, Mike Buckle, Andrew D Clare and Stephen H ThomasThe Journal of Derivatives Winter 1998, 6 (2) 7-17; DOI: https://doi.org/10.3905/jod.6.2.7
C
Clare, Andrew D
- You have accessThe Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic AnnouncementsOwain ap Gwilym, Mike Buckle, Andrew D Clare and Stephen H ThomasThe Journal of Derivatives Winter 1998, 6 (2) 7-17; DOI: https://doi.org/10.3905/jod.6.2.7
E
El Babsiri, Mohamed
- You have accessSimulating Path-Dependent OptionsMohamed El Babsiri and Gerald NoelThe Journal of Derivatives Winter 1998, 6 (2) 65-83; DOI: https://doi.org/10.3905/jod.6.2.65
G
Gibson, Michael S.
- You have accessEvaluating Forecasts of Correlation Using Option PricingMichael S. Gibson and Brian H. BoyerThe Journal of Derivatives Winter 1998, 6 (2) 18-38; DOI: https://doi.org/10.3905/jod.6.2.18
Gwilym, Owain ap
- You have accessThe Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic AnnouncementsOwain ap Gwilym, Mike Buckle, Andrew D Clare and Stephen H ThomasThe Journal of Derivatives Winter 1998, 6 (2) 7-17; DOI: https://doi.org/10.3905/jod.6.2.7
H
Howton, Shawn D.
- You have accessManagerial Compensation and Firm Derivative UsageShawn D. Howton and Steven B. PerfectThe Journal of Derivatives Winter 1998, 6 (2) 53-64; DOI: https://doi.org/10.3905/jod.6.2.53
J
Jokivuolle, Esa
- You have accessPricing European Options on Autocorrelated IndexesEsa JokivuolleThe Journal of Derivatives Winter 1998, 6 (2) 39-52; DOI: https://doi.org/10.3905/jod.6.2.39
Jung, Alan
- You have accessImproving the Performance of Low-Discrepancy SequencesAlan JungThe Journal of Derivatives Winter 1998, 6 (2) 85-95; DOI: https://doi.org/10.3905/jod.6.2.85
N
Noel, Gerald
- You have accessSimulating Path-Dependent OptionsMohamed El Babsiri and Gerald NoelThe Journal of Derivatives Winter 1998, 6 (2) 65-83; DOI: https://doi.org/10.3905/jod.6.2.65
P
Perfect, Steven B.
- You have accessManagerial Compensation and Firm Derivative UsageShawn D. Howton and Steven B. PerfectThe Journal of Derivatives Winter 1998, 6 (2) 53-64; DOI: https://doi.org/10.3905/jod.6.2.53
T
Thomas, Stephen H
- You have accessThe Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic AnnouncementsOwain ap Gwilym, Mike Buckle, Andrew D Clare and Stephen H ThomasThe Journal of Derivatives Winter 1998, 6 (2) 7-17; DOI: https://doi.org/10.3905/jod.6.2.7