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The Journal of Derivatives
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The Journal of Derivatives

The Journal of Derivatives

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Table of Contents

Fall 1993; Volume 1,Issue 1

Primary Article

  • You have access
    Index Arbitrage Profitability
    George Sofianos
    The Journal of Derivatives Fall 1993, 1 (1) 6-20; DOI: https://doi.org/10.3905/jod.1993.407871
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    Efficient Procedures for Valuing European and American Path-Dependent Options
    John C Hull and Alan D White
    The Journal of Derivatives Fall 1993, 1 (1) 21-31; DOI: https://doi.org/10.3905/jod.1993.407869
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    Pricing Foreign Index Contingent Claims
    Ajay R Dravid, Matthew Richardson and Tong-sheng Sun
    The Journal of Derivatives Fall 1993, 1 (1) 33-51; DOI: https://doi.org/10.3905/jod.1993.407872
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    Hedging Volatility in Foreign Currencies
    Menachem Brenner and Dan Galai
    The Journal of Derivatives Fall 1993, 1 (1) 53-59; DOI: https://doi.org/10.3905/jod.1993.407870
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    Triangular Equilibrium and Arbitrade in the Market for Options to Exchange Two Assets
    William Margrabe
    The Journal of Derivatives Fall 1993, 1 (1) 60-69; DOI: https://doi.org/10.3905/jod.1993.407873
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    Derivatives on Market Volatility
    Robert E. Whaley
    The Journal of Derivatives Fall 1993, 1 (1) 71-84; DOI: https://doi.org/10.3905/jod.1993.407868
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    A Two-Factor, Arbitrage-Free, Model of Fluctuations in Crude Oil Futures Prices
    Kenneth D. Garbade
    The Journal of Derivatives Fall 1993, 1 (1) 86-97; DOI: https://doi.org/10.3905/jod.1993.407866
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    An Introduction to Special-Purpose Derivatives
    Gary L Gastineau
    The Journal of Derivatives Fall 1993, 1 (1) 98-104; DOI: https://doi.org/10.3905/jod.1993.407867
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The Journal of Derivatives
Vol. 1, Issue 1
Fall 1993
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