本人目前正在写毕业论文，有些国外论文怎么也找不到，希望各位朋友能提供帮助!我的信箱是jixiang0125@yahoo.com.cn
1、Cole, Rebel A., and Jeffrey W. Gunther, “FIMS:A New Monitoring System for Banking Institutions”, Federal Reserve Bulletin(January 1995),pp.1-15.
2、Duffie, Darrell. Dynamic Asset Pricing Theory, Princeton, NJ: Princeton University Press, 1996.
3、Ingersoll, Jonathan, Theory of Modern Financial Decision Making, NY: Rowman & Littlefield Publishers, 1987.
4、Jarrow, Robert A., Modelling Fixed Income Securities and Interest Rate Options, NY: McGraw-Hill, 1996.
5、Merton, Robert C., 1970. “A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm”, Working Paper No.497-70, A. P. Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts. Reproduced as Chapter 11 in Robert C. Merton, Continuous Time Finance, Blackwell Publishers, Cambridge, Massachusetts, 1993.
6、Merton, Robert C., 1973. “Theory of Rational Option Pricing”, Bell Journal of Economics and Management Science,4,pp.141-183.
7、Merton, Robert C., 1977. “An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory”, Journal of Banking and Finance,1,pp.3-11.
8、Modigliani, F., and M. H. Miller. The Cost of Capital, Corporation Finance, and the Theory of Investment, American Economic Review 48 (June 1958),pp.261-297.
9、Shimko, David c., Naohiko Tejima, and Donald R. van Deventer, September 1993. “The Pricing of Risky Debt When Interest Rates Are Stochastic”, Journal of Fixed Income,pp.58-66.
10、Uyemura, Dennis G., and Donald R. van Deventer, Financial Risk Management in Banking. Chicago:Probus,1992.
11、Van Deventer, Donald R., 1993. “Overcoming Inadequacy”, Balance Sheet Magazine. 12、Van Deventer, Donald R., and Kenji Imai, Financial Risk Mathematics, Burr Ridge, IL: Irwin Professional Publishing, 1996.
13、Vasicek, Oldrich A., 1977. “An Equilibrium Characterization of the Term Structure”, Journal of Financial Economics,5,pp.177-188.
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