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Papers received as of Wed Oct  1 02:25:21 CDT 1997.
(To retrieve abstracts without full papers, use e.g.    get 9710001.abs )
 get 3 2.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-fin/9710001
From: mili@ere.umontreal.ca
ANNOUNCEMENT ONLY   ANNOUNCEMENT ONLY   ANNOUNCEMENT ONLY   ANNOUNCEMENT ONLY   ( 11kb )
Date: Thu, 9 Oct 97 13:54:02 CDT

Title: New BibEc entries: Financial Economics
Author: BibEc_Editor Mr. Fethy Mili (Universite de Montreal)             
Contact: mili@ere.umontreal.ca                          
Phone: 514-343-6111                                     
Address: Mr. Fethy Mili                                 
Departement des Sciences Economiques                    
Universite de Montreal                                  
C.P. 6128, succ. Centre-ville                           
Montreal, Canada H3C 3J7                                
Expires: 12/31/50                                       
JEL: G                                               
URL: http://netec.wustl.edu/BibEc/BibEc.html            
EWPA-references:                                        
Keywords:                                               
Report-no: BIBECG100997                                 
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Paper: ewp-fin/9710002
From: andrewm@maths.su.oz.au
Date: Mon, 20 Oct 97 16:36:05 +1000   ( 119kb )

Title: Financial Modeling and Option Theory with the 
       Truncated Levy Process
Author: Andrew Matacz (University of Sydney, Australia)
Contact: andrewm@maths.usyd.edu.au
Comments: 21 pages in Latex, 6 eps figures
JEL: G
Report-no: 97-28
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Paper: ewp-fin/9710003
From: m.chu@ic.ac.uk
Date: Wed, 22 Oct 97 10:32:21 CDT   ( 0kb + 221kb + 69kb )

Title: The Random Yield Curve and Interest Rate Options
Author: Meifang Chu (CQF - Imperial College - London)
Contact: m.chu@ic.ac.uk
Comments: Type of Document - ps; prepared on UNIX Sparc TeX; to print on
HP/PostScript; pages: 23; figures: none. This paper has been submitted
for publication.
Keywords: Kolmogorov Field Equation, Brownian Sheet, Arbitrage Pricing
Theory, Self-Financing Strategy, Heath-Jarrow-Morton Framework
JEL: G12,G13,G1,C6,C0,E4
EWPA-references: ewp-fin/9710xxx
Report-no: CQF-IC-011196
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Paper: ewp-fin/9710004
From: Kirill N Ilinski <kni@th.ph.bham.ac.uk>
ABSTRACT ONLY  ABSTRACT ONLY  ABSTRACT ONLY  ABSTRACT ONLY  ABSTRACT ONLY   ( 0kb )
Date: Fri, 24 Oct 1997 16:45:12 +0100

Title: Physics of Finance
Author: Kirill Ilinski (School of Physics, University of Birmingham)
Contact: kni@th.ph.bham.ac.uk
Phone: 44-121-414-7323
Address: School of Physics and Space Research,
University of Birmingham,
Edgbaston, B15 2TT,
JEL: G13, G12, G11
URL: http://xxx.lanl.gov/abs/hep-th/9710148
EWPA-references:
Keywords: Arbitrage, pricing models, gauge theory
Report-no: hep-th/9710148
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Paper: ewp-fin/9710005
From: jvic@tiac.net
Date: Tue, 28 Oct 97 22:08:48 CST   ( 16kb + 58kb + 24kb )

Title: Options on a Stock with Market-Dependent Volatility
Author: J. Chalupa
Contact: jvic@tiac.net
Comments: Type of Document - LaTeX; prepared on IBM PC ; to print on
PostScript; pages: ; figures: PostScript figures are available by email
from author
Keywords: equity options, implied volatility, hedging
JEL: G13
EWPA-references:
Report-no: JC004
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Paper: ewp-fin/9710006
From: hermalin@haas.berkeley.edu
Date: Fri, 31 Oct 97 10:20:49 CST   ( 0kb + 372kb + 286kb + 14kb )

Title: Firm Performance and Executive Compensation in the Savings and
Loan Industry
Author: A. Benjamin E. Hermalin (University of California at Berkeley)
B. Nancy E. Wallace (University of California at Berkeley)
Contact: hermalin@haas.berkeley.edu
Comments: Type of Document - PDF file (figures in Newtable2.pdf);
prepared on IBM PC ; pages: 27 ; figures: In PDF format in file
Newtable2.pdf
Keywords: Executive compensation, random-coefficients models, savings
and loans
JEL: D21, G21, G39, J33
EWPA-references:
Report-no: BEH-97.10.1
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