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Merging schemes : an economic analysis of defined benefit pension scheme merger criteria
Sutcliffe, Charles M. S. - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10009884582
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PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS
Chen, Fei; Sutcliffe, Charles - In: International journal of intelligent systems in … 19 (2012) 2, pp. 128-150
Persistent link: https://www.econbiz.de/10009979586
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Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles - In: The European journal of finance 18 (2012) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10009980920
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Pricing and hedging short sterling options using neural networks
Chen, Fei; Sutcliffe, Charles - In: Intelligent systems in accounting finance and … 19 (2012) 2, pp. 128-149
Persistent link: https://www.econbiz.de/10010005093
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The Effect of Futures Market Volume on Spot Market Volatility
Board, John; Sandmann, Gleb; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 28 (2001) 7-8, pp. 799-820
Persistent link: https://www.econbiz.de/10006977206
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The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange
Board, John; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 27 (2000) 7-8, pp. 887-910
Persistent link: https://www.econbiz.de/10006981838
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Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options
Sun, Peng; Sutcliffe, Charles - In: The journal of futures markets 23 (2003) 8, pp. 773-798
Persistent link: https://www.econbiz.de/10006822268
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Applying Operations Research Techniques to Financial Markets - Many OR techniques have proved useful in financial markets.
Board, John; Sutcliffe, Charles; Ziemba, William T. - In: Interfaces : the INFORMS journal on the practice of … 33 (2003) 2, pp. 12-24
Persistent link: https://www.econbiz.de/10006256393
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Black-Scholes versus artificial neural networks in pricing FTSE 100 options
Bennell, Julia; Sutcliffe, Charles - In: International journal of intelligent systems in … 12 (2004) 4, pp. 243-260
Persistent link: https://www.econbiz.de/10007229686
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Is the Forward Rate for the Greek Drachma Unbiased ? A VECM Analysis with Both Overlapping and Non-Overlapping Data
Zacharatos, Nikolaos; Sutcliffe, Charles - In: Journal of financial management and analysis : … 15 (2002) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10007164631