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Paper Details


90-17 Andrew Carverhill
Interest-Rate Derivatives: Evolutionary Valuation and Hedging
In Options: Recent Advances in Theory and Practice Volume 2 (Ed: S D Hodges), Manchester University Press, 1992, 147-159

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90-11 Andrew Carverhill and Les Clewlow
Valuing Average Rate ('Asian') Options
In Risk, Vol 4, No 3, April 1990

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90-10 Les Clewlow
Finite Difference Techniques for One and Two Dimension Option Valuation Problems

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90-09 Andrew Carverhill
A Survey of Elementary Techniques for Pricing Options on Bonds and Interest Rates
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Hodges S D (Ed), Options: Recent Advances in Theory and Practice, Manchester University Press, 1990.