Index by author

Winter 1998; Volume 6,Issue 2

B

  1. Boyer, Brian H.

    1. 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

  2. Buckle, Mike

    1. 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

C

  1. Clare, Andrew D

    1. 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

E

  1. El Babsiri, Mohamed

    1. 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

G

  1. Gibson, Michael S.

    1. 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

  2. Gwilym, Owain ap

    1. 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

H

  1. Howton, Shawn D.

    1. 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

J

  1. Jokivuolle, Esa

    1. 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

  2. Jung, Alan

    1. 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

N

  1. Noel, Gerald

    1. 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

P

  1. Perfect, Steven B.

    1. 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

T

  1. Thomas, Stephen H

    1. 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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The Journal of Derivatives
Vol. 6, Issue 2
Winter 1998
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