1995
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95-62 | Kin Pang and Stewart Hodges Non-Negative Affine Yield Models of the Term Structure |
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95-61 | Simon Babbs and Nick Webber Term Structure Modelling Under Alternative Official Regimes |
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95-60 | Jeremy Smith and Sanjay Yadav A Comparison of Alternative Covariance Matrices for Models with Over-Lapping Observations |
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95-59 | Mitual Kotecha and Sanjay Yadav Can Dividend Yields Forecast Returns? |
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95-58 | Stewart Hodges and Sanjay Yadav An Econometric Analysis of Long Horizon Mean Reversion in UK Stock Prices |
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95-57 | Stewart Hodges Arbitrage in a Fractional Bownian Motion Market |
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95-56 | Les Clewlow and Andrew Carverhill On the Simulation of Contingent Claims In: Journal of Derivatives, 2(2), Winter 1994, pp 66-74. |
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95-55 | Andrew Carverhill and Kin Pan Efficient and Flexible Bond Option Valuation in the Heath Jarrow and Morton Framework In: Journal of Fixed Income, 5, (2), September 1995, pp. 70-77. |
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