Reshaping Equity Returns Using Options

Mark A. Zurack; Emanuel Derman; Joanne M. Hill; Iraj kani

doi:10.3905/joi.6.1.34

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Reshaping Equity Returns Using Options

Mark A. Zurack, Emanuel Derman, Joanne M. Hill and Iraj kani

The Journal of Investing Spring 1997, 6 (1) 34-39; DOI: https://doi.org/10.3905/joi.6.1.34

Mark A. Zurack

Managing director and head of Global Equity Derivatives Research at Goldman, Sachs & Co. in New York. He holds an M.B.A.from Cornell University and a B.S. from the State University of New York at Bingham-ton. Mr. Zurack joined Goldman in 1983 after working as a consultant at Chase Manhattan Bank. He is a Certified Financial Analyst.

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Emanuel Derman

Vice president of Equity Derivatives and head of the Quantitative Strategies Group at Goldman, Sachs & Co. He has a Ph.D. in theoretical physics from Columbia University. Prior to joining Goldman Sachs in 1985, he worked for Bell Laboratories and held a number of academic positions. He is on the editorial board of Applied Mathematical Finance and is an associate editor of the Journal of Derivatives.

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Joanne M. Hill

Vice president of Equity Derivatives at Goldman, Sachs & Co., with the responsibility for advising institutions in North America on strategies involving portfolio trading and equity-based derivative products. She received Ph.D. and M.B.A. degrees in finance and quantitative methods from Syracuse University and has an undergraduate degree in international relations from American University.

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Iraj kani

Vice president in the Quantitative Strategies Group, Equity Derivatives, at Goldman, Sachs & Co. He has a Ph.D. in theoretical particle physics fiom Oxford University (in conjunction with Harvard University) and bachelor's and master's degrees in both mathematics and physics fiom the Universities of Minnesota and Michigan.

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The Journal of Investing

Vol. 6, Issue 1

Spring 1997

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Reshaping Equity Returns Using Options

Mark A. Zurack, Emanuel Derman, Joanne M. Hill, Iraj kani

The Journal of Investing Feb 1997, 6 (1) 34-39; DOI: 10.3905/joi.6.1.34