Technical ArticlesFong, G., and O. Vasicek, A Risk Minimizing Strategy for Portfolio Immunization, Journal of Finance, December 1984, pp. 1541-46.
Ho. T., and S. Lee, Term Structure Movements and Pricing Interest Rate Contingent Claims, Journal of Finance, December 1986, pp. 1011-29.
Ho. T., R. Stapleton, and M. Subrahmanyam, A Simple Technique for the Valuation and Hedging of American Options, The Journal of Derivatives, Fall 1994, pp. 52-66.
Hull, J., Options, Futures, and Other Derivative Securities, 2nd Edition, Prentice Hall, 1993.
Kirikos, G., and D. Novak Convexity Conundrums, Risk, Volume 10, Number 3, March 1997, pp.60-61.
Miron, P., and P. Swannell, Pricing and Hedging Swaps, Euromoney Books, 1991.
Smith, D., By the Bootstraps, Risk, Volume 3, Number 6, June 1990.
Smith, D., Techniques for Deriving a Zero Coupon Curve for Pricing Interest Rate Swaps: A Simplified Approach, The Handbook of Interest Rate Risk Management, Chapter 20, ed. J. C. Francis and A. Wolf, Irwin, 1994.
Tian, T., A Modified Lattice Approach to Option Pricing, Journal of Futures Markets, Volume 13, Number 15, 1993, pp. 563-77.
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