Основы финансового менеджмента - Джеймс К. Ван Хорн - Рекомендуемая литература

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    Рекомендуемая литература

    Arditti,   Fred   D.   Derivatives: A   Comprehensive  Resource for  Options,   Futures,   Interest Rate Swaps, and Mortgage Securities. (Boston: Harvard Business School Press, 1996).

    Asquith,   Paul,   "Convertible   Bonds   are   Not   Called   Late", Journal   of Finance   50 (September 1995), p. 1275-1289.

    Asquith, Paul, and David W. Mullins, Jr., "Convertible Debt: Corporate Call Policy and Voluntary Conversion" Journal of Finance 46 (September 1991), p.  1273-1289.

    Barber, Brad M . , "Exchangeable Debt", Financial Managevent22 (Summer 1993), p. 48-60. Barth, Mary E., Wayne R. Landsman, and Richard J. Rendleman, Jr., "Implementation of an

    Option-Pricing Based Bond Valuation Model for Corporate Debt and Its Components",

    Accounting Horizons 14 (December 2000), p. 455-479.

    Black, Fisher.  "How to Use the Holes in Black-Scholes", Journal of Applied Corporate Finance 1 (Winter 1989), p. 67-73.

    Black, Fisher and Myron Scholes. "The Pricing of Options and Corporate Liabilities", Journal of Political Economy 81  (May-June 1973), p. 637-654.

    Brennan, Michael J., and Eduardo S. Schwarz, "Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion", Journal of Finance 32 (December 1977), p. 1699-1715.

    Brennan, Michael J., and Eduardo S. Schwarz, "The Case for Convertibles", Journal of Applied Corporate Finance 1 (Summer 1988), p. 55-64.

    Byrd, Anthony K., and William T. Moore, "On the Information Content of Calls of Convertible Securities" Journal of Business, 69 (January 1996), p. 89-101.

    Chen, A n d r e w H . , " U n c o m m o n E q u i t y " , Journal of Applied Corporate Finance 5 ( S p r i n g 1992), p. 36-43.

    Finnetry, John D., "The Case for Issuing Synthetic Convertible Bonds", Midland Corporate Finance Journal 4 ( F a l l 1986), p. 7 3 - 8 2 .

    Green, Richard C, "Investment Incentives, Debt, and Warrants", Journal of Financial Economics 13 (March 1984), p. 115-136. Haugen, Robert A. Modem Investment Theory, 5th ed. (Upper Satdle River, NJ: Prentice

    Hall, 2001). Hull, John C. Options, Futures, and Other Derivatives, 5th ed. (Upper Satdle River, NJ:

    Prentice Hall, 2003).

    Jones, E. Philip, and Scott P. Mason, "Equity-Linked Debt", Midland Corporate FinfanceJournals (Winter  1986),p. 47-58.

    Lauterbach, Beni, and Paul Schulz, "Pricing Warrants: An Empirical Study of the Black-Scholes M o d e l s and I t s A l t e r n a t i v e s " , / o M n ? a / of Finance (September 1990), p. 1 1 8 1 - 1 2 0 9 .

    Long, Michael S., and Stephen E. Sefcik. "Participation Financing: A Comparison of the Characteristic of Convertible and Straight Bonds Issued in Conjunction with Warrants", Financial Management 19 (Autumn 1990), p. 23-34.

    Marr, M. Wayne, and G. Rodney Thompson, "The Pricing of New Convertable Bond Issues"', Financial Management 13 (Summer 1984), p. 31-37.

    Mikkelson, Wayne H, "Convertable Calls and Security Returns", Journal of Financial Economics 9 (September 1981), p. 237-264.

    Sharpe, W i l l i a m F., and G o r d o n J. Alexander, and Jeffery V. Bailey. Investments, 5 t h ed. (Englewood Cliffs, N J : Prentice H a l l , 1995, Chap. 20).

    Van Home, James C, "Warrant Valuation in Relation to Volatility and Opportunity Costs"', Industrial Management Review 10 (Spring 1996), p. 19-32.

    Van Home. Financial Market Rates and Flows, 5th ed. (Upper Satdle River, NJ: Prentice Hall, 1998).

    . Financial Market Rates and Flows, 6th ed. (Upper Satdle River, NJ: Prentice Hall, 2001).

    Часть V I I I Web-сайта, посвященного данному учебнику (Wachowicz's Web World), содержит ссылки на многие "финансовые" Web-сайты, а также ссылки на статьи в Интернете, связанные с темами, освещаемыми в этой главе, (web. u t k . e d u / ~ j w a c h o w i / part8.html)


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