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89-08	Les Clewlow, Stewart Hodges and Nick Webber Two Factor Models in Option Pricing In Options: Recent Advances in Theory and Practice, Volume 2 (Ed: S D Hodges), Manchester University Press, 1992, 133-146	PDF
89-07	Stewart Hodges and Anthony Neuberger Optimal Replication of Contingent Claims Under Transactions Costs In The Review of Futures Markets, Vol 8, No 2, pp 223-242	PDF
89-06	Stewart Hodges Financial Engineering: New Approaches to Managing Risk Exposure In New Issues in Financial Engineering, Chapter 6 (Ed: R Kinsella), Blackwell, 1992	PDF
89-05	Andrew Carverhill Valuing Interest Rate Options via a Primitive Theory of the Term Structure	PDF
89-04	Andrew Carverhill A Primitive Theory of the Term Structure of Interest Rates	PDF
89-03	Stewart Hodges Expected Turnover in a Binomial Tree	PDF
89-02	James Steeley Modelling the Dynamics of the Term Structure of Interest Rates In The Economic and Social Review, Vol 21, No 4, (Symposium on Finance), July 1990, pp 337-361	PDF
89-01	James Steeley Estimating the Gilt-Edged Term Structure: Basis Splines and Confidence Intervals In Journal of Business Finance and Accounting, Vol 18, No 4, June 1991, pp 513-529	PDF

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