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Paper Details


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

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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

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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

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89-05 Andrew Carverhill
Valuing Interest Rate Options via a Primitive Theory of the Term Structure
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89-04 Andrew Carverhill
A Primitive Theory of the Term Structure of Interest Rates
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89-03 Stewart Hodges
Expected Turnover in a Binomial Tree

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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

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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

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