1998
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Paper Details |
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| 98-96 | Ian Davidson and George Lededakis The Relationship between Stock returns and Tobin's q: Tobin's q Effect |
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| 98-95 | Silio David Aparicio and Stewart Hodges Implied Risk-Neutral Distribution: A Comparison of Estimation Methods |
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| 98-94 | Anthony Neuberger and Stewart Hodges Rational Bounds on the Prices of Exotic Options |
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| 98-93 | Robert Tompkins Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures |
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| 98-92 | Ales Cerny and Stewart Hodges The Theory of Good Deal Pricing in Financial Markets |
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| 98-91 | Ales Cerny and Stewart Hodges The Extension Theorem and a Unified Approach to No-Arbitrage Pricing |
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| 98-90 | Simon H Babbs and Michael J P Selby Pricing by Arbitrage under Arbitrary Information |
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| 98-89 | Miles B Gietzmann, Mthuli Ncube and Michael J P Selby Auditor Performance, Implicit Guarantees and the Valuation of Legal Liability |
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| 98-88 | Stewart Hodges A Generalization of the Sharpe Ration and its Applications to Valuation Bounds and Risk Measures |
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| 98-87 | Pablo Noceti and Stewart Hodges Empirical Properties of Asset Price Processes |
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| 98-86 | George Skiadopoulos, Stewart Hodges and Les Clewlow The Dynamics of Implied Volatility Surfaces |
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| 98-85 | George Skiadopoulos, Stewart Hodges and Les Clewlow The Dynamics of Smiles |
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| 98-05 | Soosung Hwang and Stephen E. Satchell Implied Volatility Forecasting: A Comparison of Different Procedures Including Fractionally Integrated Models with Applications to UK Equity Options |
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| 98-04 | Roy Batchelor and David Peel Rationality Testing under Asymmetric Loss |
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| 98-03 | Roy Batchelor Forecasting T-Bill Yields: Accuracy versus Profitability |
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| 98-02 | Adam Kurpiel and Thierry Roncalli Option Hedging with Stochastic Volatility |
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| 98-01 | Adam Kurpiel and Thierry Roncalli Hopscotch Methods for Two State Financial Models |
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