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The Journal of Derivatives

The Journal of Derivatives

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Primary Article

The Pricing of Equity Swaps and Swaptions

Don M. Chance and Don R Rich
The Journal of Derivatives Summer 1998, 5 (4) 19-31; DOI: https://doi.org/10.3905/jod.1998.408004
Don M. Chance
The First Union professor of financial risk management at Pamplin College of Business at Virginia Tech in Blacksburg.
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Don R Rich
Assistant professor of finance and Joseph Reisman research professor at Northeastern University in Boston.
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The Journal of Derivatives
Vol. 5, Issue 4
Summer 1998
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The Pricing of Equity Swaps and Swaptions
Don M. Chance, Don R Rich
The Journal of Derivatives May 1998, 5 (4) 19-31; DOI: 10.3905/jod.1998.408004

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The Pricing of Equity Swaps and Swaptions
Don M. Chance, Don R Rich
The Journal of Derivatives May 1998, 5 (4) 19-31; DOI: 10.3905/jod.1998.408004
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