Items Authored/Edited by Flesaker, B

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Number of items: 7.

Article

Flesaker, B and Hughston, L P. 1997. International Models for Interest Rates and Foreign Exchange. Net Exposure(3), pp. 55-79. [Article]

Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L. 1994. Taking All the Credit. Risk, 7(9), pp. 104-108. [Article]

Book Section

Flesaker, B and Hughston, L P. 1998. Positive Interest: an Afterword. In: M Broadie and P Glasserman, eds. Hedging with Trees: Advances in Pricing and Risk Managing Derivatives. Risk Publications, pp. 120-124. ISBN 1899332022 [Book Section]

Flesaker, B and Hughston, L P. 1997. Dynamic Models of Yield Curve Evolution. In: M A H Dempster and S R Pliska, eds. Mathematics of Derivative Securities. Cambridge: Cambridge University Press, pp. 294-314. ISBN 9780521584241 [Book Section]

Flesaker, B and Hughston, L P. 1997. Exotic Interest Rate Options. In: L Clewlow and C Strickland, eds. Exotic Options: the State of the Art. International Thompson Publishing, pp. 209-227. ISBN 0412631709 [Book Section]

Flesaker, B and Hughston, L P. 1996. Positive Interest: Foreign Exchange. In: L P Hughston, ed. Vasicek and Beyond. London: Risk Publications, pp. 351-367. ISBN 1899332502 [Book Section]

Conference or Workshop Item

Flesaker, B and Hughston, L P. 1994. 'Contingent Claim Replication in Continuous Time with Transaction Costs'. In: 29th Conference of the Western Finance Association. Santa Fe, New Mexico, United States. [Conference or Workshop Item]

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