1993
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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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