Technical Articles |

**Technical Articles**

Fong, G., and O. Vasicek, *A Risk Minimizing Strategy for Portfolio Immunization*, __Journal of Finan____ce__, 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 Am**erican Options*, __The Journal of Derivatives__, Fall 1994, pp. 52-66.

Hull, J., __Options, Futures, and Other Derivative Securities__, 2^{nd} 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 Simplif**ied 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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