Zarz Ryz Finans R19a9

Bibliografia 619

Cookson Richard i Lilian Chew (1992), Things Fali Apart, „Risk”, październik 1992.

Cooper łan A. i Antonio S. Mello (1991), The Default Risk ofSwaps, „The Journal of Finance” nr 46 (czerwiec).

Courtadon Georges (1982), A Morę Accurate Finite Difference Approximation for the Valuation of Options, „Journal of Financial and Quantitative Analysis” nr 17 (grudzień), s. 697-703.

Cox C. C. (1976), Futures Trading and Market Information, „Journal of Political Econo-my” nr 84, s. 1215-1237.

Cox John A., Jonathan E. Ingersoll i Stephen A. Ross (1981), The Relations between Forwards Prices and Futures Pńces, „Journal of Financial Economics” nr 9.

Cox John A., Jonathan E. Ingersoll i Stephen A. Ross (1985), A Theory of the Term Structure oflnterest Rates, „Econometrica” nr 53 (marzec).

Cox John C. i Stephen A. Ross (1976), The Yaluation of Options for Altemative Stocha-stic Processes, „Journal of Financial Economics” nr 3 (styczeń-marzec), s. 145-166.

Cox John C., Stephen A. Ross i Mark Rubinstein (1979), Options Pricing: A Simplified Approach, „Journal of Financial Economics”, wrzesień.

Cox John C., Stephen A. Ross i Mark Rubinstein (1985), Options Markets, Prentice Hall, Englewood Cliffs (New Jersey).

Damodaran A. (1990), Index Futures and Stock Market Volatility, „Review of futures Markets” nr 9.

Damodaran A. i J. Lim (1991), The Effecl ofOption Listing on the Underlying Stocks’ Return Processes, „Journal of Banking and Finance” nr 15, s. 647-664.

Damodaran Aswath i Marti G. Subrahmanyam (1992), The Effects ofDerivative Securi-ties on the Markets for the Underlying Assets in the United States: A Survey, „Financial Markets, Institutions and Instruments”, grudzień.

DeTemple J. i D. Jorion (1990), Option Listing and Stocks Returns, „Journal of Banking and Finance” nr 14, s. 781-802.

Dickins Paul (1988), Fast Forward with FRAs, „Corporate Finance”, kwiecień.

Drabenstott Mark i Annę 0'Mara McDonley (1984), Futures Markets: A Primer for Financial Institutions, „Economics Review”, listopad, Federal Reserve Bank of Kansas City.

Edwards F. R. (1988), Futures Trading and Cash Market YolatUity: Stock Index and Interest Ratę Futures, „Journal of Futures Markets” nr 8, s. 421-439.

Fedenia Mark i Theocharry Grammatikos (1992), Options Trading and the Bid-Ask Spread ofthe Underlying Stocks, „Journal of Business” nr 65 (lipiec), s. 335-351.

Federal Reserve Bank of Chicago (1986), Credit Lines for New Instrument: Swaps, Over-the-Counter Options, Forwards, and Floor-CeilingAgreements, „Proceedings of a Con-ference on Bank Structure and Competition”, Federal Reserve Bank of Chicago.

Ferron Mark i George Handjinicolaou (1987), Understanding Swap Credit Risk: The Simulation Approach, „Journal of International Security Markets”, zima, s. 135-148.