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91-27 Simon Babbs
Interest Rate Swaps and Default-Free Bonds: A Joint Term Structure Model

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91-26 Christ Strickland and Xinzhong Xu
Behaviour of the FTSE 100 Basis
In Review of Futures Markets, September 1993

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91-25 Chris Strickland
The Delivery Options in Bond Futures Contracts: An Empirical Analysis of the LIFFE Long Gilt Futures Contract
In The Review of Futures Markets

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91-24 Simon Babbs
A Family of Ito Process Models for the Term Structure of Interest Rates
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91-23 Stewart Hodges
Ex-Post Evaluation of Dynamic Portfolio Strategies (or How to Tell Whether a Million Dollars has been Thrown Away)
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91-21 Andrew Carverhill
The Term Structure of Interest Rates and Associated Options; Equilibrium vs Evolutionary Models

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91-18 Peter Bates and Les Clewlow
Testing for Overreaction in Short Sterling Options
In Options: Recent Advances in Theory and Practice Volume 2 (Ed: S D Hodges), Manchester University Press, 1992, 104-132
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