1991
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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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