Zarz Ryz Finans R19b5

Bibliografia 625

Smith Clifford W. jun. i Jerold B. Warner (1979), On Financial Contracting: An Analy-sis ofBond Covenants, „Journal of Financial Economics” nr 7.

Smith Clifford W. jun. (1993), A Building-Block Approach to the Credit Risk for OTC Deńvatives, materia3 konferencyjny, William E. Simon Graduate School of Business, University of Rochester.

Smith Clifford W. jun. (1976), Option Pricing: A Review, „Journal of Financial Economics” 3, nr 1, s. 3-51.

Smithson Charles W. (1987),/! LEGO Approach to Financial Engineering: An Intro-ductton to Forwards, Futures, Swaps and Options, „Midland Corporate Finance Jotirnal” nr 4 (zima).

Smithson Charles W. (1991), Wonderful Life, „Risk” 4, nr 9 (październik), s. 37-44.

Smithson Charles W. i Donald H. Chew jr. (1992), The Uses of Hybrid Debt In Ma-naging Corporate Risk, „Journal of Applied Corporate Finance” 4, nr 4 (zima), 79-89.

Smithson Charles W. i Christopher M. Turner (1994), Financial Rrice Risk Evidenced on Share Price Behavior, dokument roboczy Risk Management Research, The Chase Manhattan Bank.

Sprenkle Case M. (1964), Wariant Prices as Indicators of Expectations and Preferences, w: Paul H. Cootner (red.), The Random Character of Stock Market Prices, M.I.T. Press, Cambridge (Massachusetts), s. 412-474.

Sterngold James (1993), Rising Yen Rings Alarms on Tokyo, „The New York Times”, 6 kwietnia.

Stevenson Merril (1987), The Risk Gamę: A Survey of International Banking, „The Eco-nomist”, 21 marca.

Sullivan J. (1988), The Application of Mathematical Programming Methods to Oil and Gas Field Development Planning, „Mathematical Programming” nr 42, s. 199-200.

Sweeney Richard J. i Arthur D. Warga (1986), The Possibility of Estimating Risk Premia in Asset Pricing Models, „The Financial Review” 21, nr 2, s. 299-308.

Taylor, Spillenkothen; Parkinson, Spindler i White (1987), Uses of Interest Ratę and Exchange Ratę Contracts by U.S. Banking Organizations, dodatek C do: Treatment of Interest Ratę and Exchange Ratę Contracts in the Risk Asset Rado, sprawozdanie urzędników, Federal Reserve System, 2 marca.

Teweles Richard J. i Frank J. Jones (1987), The Futures Gamę, wyd. 2, McGraw-Hill, New York.

Thorpe E. O. i S. T. Kassouf (1967), Beat the Market, Random House, New York.

Toevs Alden (1984-85), Interest Ratę Risk and Uncertain Lives, „Journal of Portfolio Management” 11, nr 3, s. 45-46.

Trennepohl Gary L. i W. P. Dukes (1979), CBOE Options and Stock Yolatility, „Review of Business and Economic Research” nr 18, s. 36-48.

Tufano Peter (1989a), Three Essays on Financial Innovation, rozprawa doktorska, Ha-rvard University.