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93-43 Stewart Hodges
Dynamic Asset Allocation: Insights from Theory
In Options: Philsophical Transactions of the Royal Society of London Series A, 1994, 347, pp.587-598.
Also reprinted in: Mathematical Models in Finance, chapter 13, Howison, S.D., F.P. Kelly & P. Wilmott (Eds), Chapman and Hall, London, 1995.

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93-42 Michael Selby and Chris Strickland
Computing the Fong and Vasicek Pure Discount Bond Price Formula
In Journal of Fixed Income, 5 (2), September 1995, pp. 78-85

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93-41 Les Clewlow and Chris Strickland
A Note on Parameter Estimation in the Two Factor Longstaff and Schwartz Interest Rate Model
Journal of Fixed Income, March 1994, pp. 95-100.

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93-40 Stephen Taylor and Gary Xu
The Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates
Review of Futures Market

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93-39 Julian Shaw, Edward Thorp and William Ziemba
Convergence to Efficiency of the Nikkei Put Warrant Market of 1989-1990

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93-38 Simon Babbs and Michael Selby
Contingent Claims Analysis
In The New Palgrave Dictionary of Money and Finance, Eds: J Eatwell, M Milgate and P Newman, Macmillan (1992), pp 437-440.

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93-37 Chris Strickland
Interest Rate Volatility and the Term Structure of Interest Rates

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93-36 Stewart Hodges and Les Clewlow
Optimal Delta-Hedging Under Transactions Costs

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93-29 Les Clewlow and Andrew Carverhill
The Efficiency of the Single and Multivariate Binomial Technique

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93-22 Les Clewlow
Parallel Processing for Financial Valuation Problems

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