资源描述：
《郑振龙《金融工程》参考文献》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。
1、参考文献[1]Ahn,D.,J.Boudoukh,M.Richardson,andR.F.Whitelaw.OptimalRiskManagementUsingOptions,JournalofFinance,54,1(February1999),359-75.[2]Arrow,K.J.EssaysintheTheoryofRiskBearing.Markham,Chicago,1971.[3]Asay,M.,andC.Edelberg.CanaDynamicStrategyReplicatetheReturnsonanOption?JournalofFuturesM
2、arkets,6(Spring1986),63-70.[4]Ball,C.A.,andW.N.Torous.Bondpricedynamicsandoptions,JournalofFinancialandQuantitativeAnalysis,18(1983),517-531.[5]Bicksler,J.,andA.H.Chen.AnEconomicAnalysisofInterestRateSwaps,JournalofFinance41,3(1986),645-55.[6]Black,F.FactandFantasyintheUseofOptionsandCo
3、rporateLiabilities,FinancialAnalystsJournal,31(July-August1975),36-41,61-72.[7]Black,F.,andM.Scholes.TheValuationofOptionContractsandaTestofMarketEfficiency,JournalofFinance,27(May1972),399-418.[8]Black,F.,andM.Scholes.ThePricingofOptionsandCorporateLiabilities.JournalofPoliticalEconomy
4、.81(May-June1973),637-59.[9]Bodurtha,J.N.andG.R.Courtadon.TestsofanAmericanOptionPricingModelontheForeignCurrencyOptionsMarket,JournalofFinancialandQuantitativeAnalysis,22(June1987),153-67.[10]Bookstaber,R.,andJ.A.Langsam.PortfolioInsuranceTradingRules,JournalofFuturesMarkets,8(February
5、1988),1-31.[11]Boyle,P.P.Options:AMonteCarloApproach,JournalofFinancialEconomics,4(1977),3223-38.[12]Boyle,P.P.ALatticeFrameworkforOptionPricingwithTwoStateVariables,JournalofFinancialandQuantitativeAnalysis,23(March1988),1-12.[13]Boyle,P.P.,andD.Emanuel.DiscretelyAdjustedOptionHedges,J
6、ournalofFinancialEconomics,8(1980),259-82.[14]Brennan,M.J.,andE.S.Schwartz.TheValuationofAmericanPutOptions,JournalofFinance,32(May1977),449-62.[15]Brennan,M.J.,andE.S.Schwartz.FiniteDifferenceMethodsandJumpProcessesArisinginthePricingofContingentClaims:ASynthesis,JournalofFinancialandQ
7、uantitativeAnalysis,13(September1978),462-74.[16]Campbell,J.Y.,A.W.Lo,andA.C.MacKinlay.TheEconometricsofFinancialMarkets.PrincetonUniversityPress,1997.[17]Chance,D.AnIntroductiontoOptionsandFutures.Orlando,Fla.:DrydenPress,1989.[18]Chang,E.C.ReturnstoSpeculatorsandtheTheoryofNo
