Zarz Ryz Finans R19b1

Bibliografia 621

Healy James P. (1993), Working Paper of the Credit Risk Measurement and Management Subcommittee, The Group of Thirty Global Derivatives Study, lipiec.

Heath David, Robert Jarrow i Andrew Morton (1990), Bond Pricing and the Term Struc-ture oflnterest Rates, „Journal of Financial and Quantitative Analysis” nr 25 (grudzień).

Hicks J. R. (1939), Value and Capital, Oxford University Press, Cambridge.

Ho Thomas S. Y. i Sang-Bin Lee (1986), Term Stmcture Movements and Pricing Interest Ratę Contingent Claims, „Journal of Finance” nr 41, s. 1011-1029.

Hopewell Michael H. i George G. Kaufman (1973), Bond Price Yolatility and Term to Maturity: A Generalized Respecification, „American Economic Review” nr 63 (wrzesień).

Hopewell Michael H. i George G. Kaufman (1974), The Cosi of Inefficient Coupons on Municipal Bonds, „Journal of Financial and Quantitative Analysis” 9, nr 2, s. 155-164.

Plouston Carol Olson i Gerhard G. Mueller (1988), Foreign Exchange Ratę Hedging and SFAS no. 53: RelativesorStrangers?, „Accounting Horizons” 2, nr 4 (grudzień), s. 50-57.

Hull John (1989), Options, Futures, and Other Derivative Securities, Prentice Hall, En-glewood Cliffs (New Jersey).

Hull John i Alan White (1987), The Pricing of Options on Assets with Stochastic Yolati-lities, „Journal of Finance” nr 42, s. 281-300.

Hull John i Alan White (1990), Pricing Interest Ratę Derivative Securities, „Review of Financial Studies” nr 3.

Hull John i Alan White (1990), Yaluing Derivative Securities Using the Explicit Finite Difference Method, „Journal of Financial and Quantitative Analyses” 25, nr 1 (marzec), s. 87-100

Hull John i Alan White (1992a), The Impact of Default Risk on the Prices of Options and Other Derivative Securities, praca nie opublikowana, maj.

Hull John i Alan White (1992b), The Price of Default, „Risk” nr 5 (grudzień).

Hutchins Dexter (1986), Caterpillars Triple Whammy, „Fortune”, 27 października.

Iben Benjamin i Rupert Brotheron-Ratcliffe (1991), Principals at Stake, „Risk” nr 5 (grudzień-styczeń).

Ingersoll Jonathan (1976), A Theoretical and Empirical Investigation ofthe Dual Puipo-se Funds: An Application of Contingent Claims Analysis, „Journal of Financial Eco-nomics” nr 3 (styczeń-marzec).

International Chamber of Commerce (1986), Futures and Options Trading in Commo-dity Markets, Paris.

Jarrow Robert A. i George S. Oldfield (1981), Forward Contracts and Futures Con-tracts, „Journal of Financial Economics” nr 9.

Jarrow Robert i Andrew Rudd (1982),Approximate Option Ydluation for Arhitrary Stochastic Processes, „Journal of Financial Economics” nr 10 (listopad), s. 347-369.