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Papers and Publications |
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Home | Personal | Publications | Links | Products |
Following are Papers
and Publications on various topics of interest:
 | Investment Property Forum, London,
March 2006 - lecture on
How to price property swaps |
| An Excel file showing a simple example of
Hedonic Regression
for house prices |
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Property Banking - Show Me The Money - Paper delivered at RICS
Cutting Edge Conference, London, 2000 |
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Using Rental Swaps to Manage Portfolio Risk - Paper delivered
at RICS Cutting Edge Conference, Athens, 1999 |
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Property
Derivatives Sensitivity - Paper delivered at RICS Cutting Edge
Conference, Cambridge, 2001 |
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Valuing Multiple Lease Options - Paper delivered at
American Real Estate Society Conference, Santa Barbara, 1999 |
| Material on hedonic regression -
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Halifax plc, June 1997, The Halifax House
Price Index - Technical Details;
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Reserve Bank of Australia Bulletin, July 2004, Measuring Housing
Prices. |
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Thwaites,
Gregory, and Rob Wood, Spring 2003, The measurement of house prices,
Bank of England Quarterly Bulletin, |
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Weeken, Olaf, Spring 2004, Asset pricing and the housing market,
Bank of England Quarterly Bulletin. |
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| A Note on
Simulation and Early Exercise
of American Put Options |
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