Works matching IS 10741240 AND DT 1996 AND VI 3 AND IP 4

Results: 8

SECURITIZING FUTURE GENERATIONS TODAY.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 90, doi. 10.3905/jod.1996.407954

By:

McNeill, Walter G.;
Cowell III, Gene F.

Publication type:

Article

THE ECONOMICS OF DERIVATIVES DOCUMENTATION: PRIVATE CONTRACTING AS A SUBSTITUTE FOR GOVERNMENT REGULATION.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 78, doi. 10.3905/jod.1996.407955

By:

Gay, Gerald D.;
Medero, Joanne T.

Publication type:

Article

ASSET SWAPS WITH ASIAN-STYLE PAYOFFS.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 64, doi. 10.3905/jod.1996.407951

By:

Chance, Don M.;
Rich, Don R.

Publication type:

Article

THE TERM STRUCTURE OF EQUITY RISK: AN EMPIRICAL ANALYSIS.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 48, doi. 10.3905/jod.1996.407956

By:

Dravid, Ajay;
Sarig, Oded

Publication type:

Article

INVESTMENT THROUGH CTAs: AN ALTERNATIVE MANAGED FUTURES INVESTMENT.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 36, doi. 10.3905/jod.1996.407953

By:

McCarthy, David;
Schneeweis, Thomas;
Spurgin, Richard

Publication type:

Article

ARBITRAGE BOUNDS ON THE IMPLIED VOLATILITY STRIKE AND TERM STRUCTURES OF EUROPEAN-STYLE OPTIONS.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 23, doi. 10.3905/jod.1996.407950

By:

Hodges, Hardy M.

Publication type:

Article

IMPLIED TRINOMIAL TREES OF THE VOLATILITY SMILE.

Published in:

Journal of Derivatives, 1996, v. 3, n. 4, p. 7, doi. 10.3905/jod.1996.407952

By:

Derman, Emanuel;
Kani, Iraj;
Chriss, Neil

Publication type:

Article

Untitled.

Published in:: 1996
Publication type:: Editorial