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<P>书目如下：</P>
<P>Alternative Explanations of Interest Rate Swaps- A Theoretical and Empirical Analysis
An Economic Analysis of Interest Rate Swaps
Fact and Fantasy In the Use of Options
Forward and Futures Prices- Evidence from the Foreign Exchange Markets
Improving Hedging Performance Using Interest Rate Futures
Interest Rate Hedging-An Empirical Test of Alternative Strategies
Market Incompleteness and Divergence Between Forward and Futures Interest Rates
Optimal risk management using options
Options Arbitrage in Imperfect Markets
Options on the Spot and Options on Futures
Swaps- A Zero Sum Game?
Swaps- Plain and Fanciful
Taxes And The Futures-Forward Price Difference In The 91-Day T-Bill Market
The Components of the Return from Hedging Options against Stocks
The Hedging Performance of the New Futures Markets
The Pricing of Options and Corporate Liabilities
The Valuation of Currency Options
The Valuation of Options on Futures Contracts
Theory of rational option pricing
Two-State Option Pricing
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<P>[/Money]</P>

[此贴子已经被作者于2005-10-18 16:05:08编辑过]