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书目如下：

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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[此贴子已经被作者于2005-10-18 16:05:08编辑过]