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1998


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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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