Papers, text-books, and dissertations

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, vol.15, October 1991, pp. 657-673

Dixit, A.K. (1991b): “Irreversible Investment with Price Ceilings”

Journal of Political Economy, vol.99, no 3, June 1991, pp.541-557

Dixit, A.K. (1991c): “Analytical Approximation in Models of Hysteresis”

Review of Economic Studies, vol.58, January 1991, pp.141-151

Dixit, A.K. & B. J. Nalebuff (1991): “Thinking Strategically: The Competitive Edge in Business, Politics, and Everyday Life”

Edit. Atlas, 1994, Brazilian edition ( original from W.W. Norton & Co., 1991)

Dixit, A.K. (1990): “Optimization in Economic Theory”

Oxford University Press Inc., New York, second ed. 1990

Dixit, A.K. (1989a): “Entry and Exit Decisions under Uncertainty”

Journal of Political Economy, vol.97, no3, pp.620-638

Dixit, A. (1989b): “Hysteresis, Import Penetration, and Exchange Rate Pass-Through”

Quarterly Journal of Economics, vol.104, no 2, May 1989, pp.205-228

Dixit, A.K. (1989c): “Intersectoral Capital Reallocation Under Price Uncertainty”

Journal of International Economics, vol.26, no 3/4, May 1989, pp.309-325

Dixit, A.K. & V. Norman (1980): “Theory of International Trade”

Cambridge University Press, 1980, 339 pp.

Dixit, A. (1979): “A Model of Duopoly Suggesting a Theory of Entry Barriers”

Bell Journal of Economics, vol.10, no 1, Spring 1979, pp.20-32

Dixit, A.K. (1976): “The Theory of Equilibrium Growth”

Oxford University Press, New York, reprint 1984 from ed. 1976

Diz, F. (1993): “Pricing Contingent Claims on a Risk Asset and Stochastic Interest Rates: A New Discrete Time Approach”

Financial Review, vol.28, no 1, February 1993, pp.45-75

Doane, D.P. & K. Mathieson & R.L. Tracy (2001): "Visual Statistics 2.0"

McGraw-Hill/Irwin, 2001, 430 pp.

Dobson, J. (1993): "Moral Hazard, Adverse Selection and Reputation: A Synthesis"

Managerial Finance, vol.19, no 6, November 1993, pp.2-8

Dockner, E. & S. Jorgensen & N. Van Long & G. Sorger (2000): “Differential Games in Economics and Management Science”

Cambridge University Press, 2000, 382 pp.

Dominé, M. (1995): "Moments of the First Passage Time of a Wiener Process with Drift Between Two Elastic Barriers"

Journal of Applied Probability, Vol.32, 1995, pp.1007-1013

Donaldson, G. (1972): “Strategic Hurdle Rates for Capital Investment”

Harvard Business Review, vol.50, no 2, March-April 1972, pp.50-58

Doob, J.L. (1994): "Measure Theory"

Springer Verlag New York, Inc., 1994, 210 pp.

Doob, J.L. (1953): "Stochastic Processes"

John Wiley & Sons, Inc., 1953, 654 pp.

Doob, J.L. (1942): "The Brownian Movement and Stochastic Equations"

in N. Wax, eds., Selected Papers on Noise and Stochastic Processes, Dover Pub., 1954, pp.319-337 (originally published in Annals of Mathematics, vol.43, no 2, April 1942)

Doraszelski, U. (2001): "The Net Present Value Method versus the Option Value of Waiting: A Note on Farzin, Huisman and Kort (1998)"

Journal of Economic Dynamics & Control, vol.25, 2001, pp.1109-1115

Dorfman, J.H. (1997): "Bayesian Economics Through Numerical Methods – A Guide to Econometrics and Decision-Making with Prior Information"

Springer-Verlag New York, Inc., 1997, 110 pp.

Dorogovtsev, A.A. (1994): "Stochastic Analysis and Random Maps in Hilbert Space"

VSP International Science Pub., 1994, 109 pp.

Dornier, F. & M. Queruel (2000): “Caution to the Wind”

Risk, August 2000, Weather Risk Special Report, pp.30-32

Dothan, M.U. (1990): “Prices in Financial Markets”

Oxford University Press, 1990, 342 pp.

Dothan, U. & J. Williams (1980): “Term-Risk Structure and the Valuation of Projects”

Journal of Financial and Quantitative Analysis, vol.15, no 4, pp.875-905

Douady, R. (2000): "Bermudan Option Pricing with Monte-Carlo Methods"

in Marco Avellaneda, Eds., Quantitative Analysis in Financial Markets – Volume III, World Scientific Publishing Co., 2001, pp.314-328

Doucet, A. & N. de Freitas & N. Gordon, Eds., (2001): "Sequential Monte Carlo Methods in Practice"

Springer Verlag New York, 2001, 581 pp.

Dowd, K. (1998): “Beyond Value at Risk – A New Science of Risk Management”

John Wiley & Sons Ltd., 1998, 274 pp.

Downs, G.W. & D.M. Rocke (1995): “Optimal Imperfection? Domestic Uncertainty and Institutions in International Relations”

Princeton University Press, 1995, 160 pp.

Drazen, A. & P. Sakellaris (1995): “Revelation Uncertainty and Irreversible Investment”

Working Paper, University of Maryland, November 1995, 26 pp.

Dresher, M. (1961): "The Mathematics of Games of Strategy"

Dover Edition 1981 (original Prentice-Hall, Inc., 1961), 184 pp.

Duan, J.-C. & J.G. Simonato (1995): “Empirical Martingale Simulation for Asset Prices”

CIRANO Working Paper no 95s-43, Octobre 1995, 17 pp.

Duarte, Jr., A.M. (1998): “Optimal Value at Risk Hedge Using Simulation Methods”

Derivatives Quarterly, Winter 1998, pp.67-75

Duckworth, J.K. & M. Zervos (2000): “An Investment Model with Entry and Exit Decisions”

Journal of Applied Probability, vol.37. 2000, pp.547-559

Dudley, R.M. (2002): "Real Analysis and Probability"

Cambridge University Press, 2nd ed., 2002, 555 pp.

Duffie, D. (2001): “Dynamic Asset Pricing Theory”

Princeton University Press, Third Edition, 2001, 465 pp.

Duffie, D. (1996b): “Incomplete Security Markets with Infinitely Many States: An Introduction”

Journal of Mathematical Economics, vol.26, 1996, pp.1-8

Duffie, D. (1990): “The Risk-Neutral Value of the Early Arbitrage Option”

Advances in Futures and Options Research, vol.4, 1990, pp.107-110

Duffie, D. (1989): "Futures Markets"

Prentice-Hall International, Inc., 1989, 415 pp.

Duffie, D. (1988): “Security Markets Stochastic Models”

Academic Press, 1988, 358 pp.

Duffie, D. & J. Geanakoplos & A. Mas-Colell & A. McLennan (1994): “Stationary Markov Equilibria”

Econometrica, vol. 62, no 4, July 1994, pp.745-781

Duffie, D. & P. Glynn (1995): “Efficient Monte Carlo Simulation of Security Prices”

Annals of Applied Probability, vol.5, no 4, 1995, pp. 897-905

Duffie, D. & C. Huang (1985): “Implementing Arrow-Debreu Equilibria by Continuous Tranding of a Few Long-Lived Securities”

Econometrica, vol. 53, November 1985, pp.1337-1356

Duffie, D. & J. Pan & K. Singleton (1999): "Transform Analysis and Option Pricing for Affine Jump-Diffusions"

Working Paper, Stanford University, February 17, 1999, 42 pp.

Dumas, B. & L.P. Jennergren & B. Näslund (1995):

“Siegel’s Paradox and the Pricing of Currency Options”
Journal of International Money and Finance, vol.14, no 2, April 1995, pp.213-223

Dumas, B. (1991): “Super Contact and Related Optimality Conditions”

Journal of Economic Dynamics and Control, vol.15, October 1991, pp.675-695

Dumitrescu, A. & B. Lazzerini & L.C. Jain & A. Dumitrescu (2000): “Evolutionary Computation”

CRC Press LLC, 2000, 386 pp.

Dunbar, N. (2000): “The Power of Real Options”

Risk, August 2000, pp.20-22

Dunham, W. (1990): "Journey through Genius – The Great Theorems of Mathematics"

Penguin Books, 1991 (original by John Wiley & Sons, 1990), 300 pp.

Dupire, B., Eds. (1998): “Monte Carlo – Methodologies and Applications for Pricing and Risk Management”

Risk Books, 1998, 348 pp.

Dupire, B. & A. Savine (1998): “Dimension Reduction and Other Ways of Speeding Monte Carlo Simulation”

in Dupire (Eds.), Monte Carlo – Methodologies and Applications for Pricing and Risk Management, Risk Books, 1998, pp.51-63

Durbin, J. (1985): "The First-Passage Density of a Continuous Gaussian Process to a General Boundary"

Journal of Applied Probability; vol.22, 1985, pp.99-122

Durret, R. (1996): "Probability: Theory and Examples"

Duxbury Press, 2nd ed., 1996, 503 pp.

Dutta, J. & S. Morris (1997): “Revelation of Information and Self-Fulfilling Beliefs”

Journal of Economic Theory, vol.73, 1997, pp.231-244

Dutta, P.K. (1999): "Strategies and Games"

MIT Press, 1999, 476 pp.

Dutta, P.K. & R. Radner (1994): “Optimal Principal Agent Contracts for a Class of Incentive Schemes: a Characterization and the Rate of Approach to Efficiency”

Economic Theory, vol.4, 1994, pp.483-504

Dutta, P.K. & A. Rustichini (1995): “(s, S) Equilibria in Stochastic Games”

Journal of Economic Theory, vol.67, 1995, pp.1-39

Dutta, P.K. & A. Rustichini (1993): “A Theory of Stopping Time Games with Applications to Product Innovation and Asset Sales”

Economic Theory, vol.3, 1993, pp.743-763

Dyer, D. & J.H. Kagel (1996): “Bidding in Common Value Auctions: How the Commercial Construction Industry Corrects for the Winner’s Curse”

Management Science, vol.42, no 10, October 1996, pp.1463-1475

Eaton, B.C. & D.F. Eaton (1995): “Microeconomics”

Brazilian Edition by Ed. Saraiva, 1999 (original from Prentice Hall, 1995), 3rd Ed., 606 pp.

Eatwell, J. & M. Milgate & P. Newman (1990): “Time Series and Statistics”

MacMillan Press Ltd., 1990, 325 pp.

Eberly, J.C. & J.A. Van Mieghem (1996): “Multi-Factor Dynamic Investment under Uncertainty”

Working Paper, Northwestern University, February 1996, 47 pp.; and also:
Journal of Economic Theory, vol.75, 1997, pp.345-387

Edleson, M.E. & F.L.Reinhardt (1995):

“Investment in Pollution Compliance Options: The Case of Georgia Power”
Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.243-263

Edlin, A.S. & B.E. Hermalin (2000): "Contract Renegociation and Options in Agency Problems"

Working Paper, University of California, Berkeley, April 2000, 34 pp.

Edwards, F.R. & C.W. Ma (1992): “Futures & Options”

McGraw-Hill International Eds., 1992,648 pp.

Edwards, T.K. (1995): “Managing Oil and Gas Price Risk”

SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.275-279
SPE paper no 30062, Dallas, Texas, March 1995

Ehrhardt, M.C. (1994): “The Search for Value – Measuring the Company’s Cost of Capital”

Harvard Business School Press, 1994, 232 pp.

Eichberger, J. (1993): “Game Theory for Economists”

Academic Press, 1993, 315 pp.

Eichberger, J. & I.R. Harper (1997): “Financial Economics”

Oxford University Press, 1997, 260 pp.

Eiteman, D.K. & A.I. Stonehill & M.H. Moffett (2001): "Multinational Business Finance"

Addison-Wesley Pub. Co., Inc., 9th edition, 2001, 763 pp.

Ekern, S. (1988): “An Option Pricing Approach to Evaluating Petroleum Projects”

Energy Economics, April 1988, pp.91-99

Ekern, S. & R. Wilson (1974): “On the Theory of the Firm in an Incomplete Markets”

Bell Journal of Economics and Management Science, vol.5, 1974, pp.171-180

Ekvall, N. (1996): “A Lattice Approach for Pricing of Multivariate Contingent Claims”

European Journal of Operational Research, vol.91, no 2, June 1996, pp.214-228

El Karoui, N. & M.C. Quenez (1995): "Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market"

SIAM Journal of Control and Optimization, vol.33, 1995, pp.29-66

Ellerman, A.D. (1999): “The Next Restructuring: Environmental Regulation"

Energy Journal, Vol.20, no 1. 1999, pp.141-152

Ellerman, A.D. (1996): “The Competition Between Coal and Natural Gas: The Importance of Sunk Costs”

Working Paper 96-005, MIT Center for Energy and Environmental Policy Research, July 1996, 30 pp.

Ellerman, A.D. & P.L. Joskow & R. Schmalensee & J.P. Montero & E.M. Bailey (2000): “Markets for Clean Air – The U.S. Acid Rain Program”

Cambridge University Press, 2000, 362 pp.

Ellerman, A.D. & R. Schmalensee & P.L. Joskow & J.P. Montero & E.M. Bailey (1997): “Emissions Trading under the U.S. Acid Rain Program”

MIT Center for Energy and Environmental Policy Research, 1997, 77 pp.

Ellickson, B. (1993): “Competitive Equilibrium – Theory and Applications”

Cambridge University Press, 1993, 394 pp.

Ellis, L. (1997): "Evaluation of R&D Processes: Effectiveness Through Measurements"

Artech House, Inc., 1997, 257 pp.

Elliott, R.J. & P.E. Kopp (1999): "Mathematics of Financial Markets"

Springer-Verlag New York, 1999, 292 pp.

Elliott, R.J. & W.C. Hunter & B.M. Jamieson (1998): “Drift and Volatility Estimation in Discrete Time”

Journal of Economic Dynamics and Control, vol.22, 1998, pp. 209-218

Elliott, R.J. & D.B. Madan (1996): “A Discrete Time Equivalent Martingale Measure”

Working Paper, Universities of Alberta and of Maryland, 1996, 34pp.

Elton, E. & M. Gruber & C. Blake (1998): “The Investment Portfolio User’s Manual”

John Wiley & Sons, Inc., 1998, ~180 pp.

Embrechts, P. & C. Klüppelberg & T. Mikosch (1997): "Modelling Extremal Events"

Springer Verlag, 1997, 645 pp.

Embrechts, P. & M. Maejima (2002): "Selfsimilar Processes"

Princeton University Press, 2002, 111 pp.

Emery, D.R. & P.C. Parr & P.B. Mokkelbost & D. Gandhi & A. Saunders (1978):

“An Investigation of Real Investment Decision Making with Options Pricing Model”
Journal of Business Finance and Accounting, vol.5, no 4 ,1978, pp. 363-369

Emery, J.C.H. & K.J. Mackenzie (1996): “Damned if You Do, Damned if You Don’t: An Option Value Approach to Evaluating the Subsidy of the CPR Mainline”

Canadian Journal of Economics, May 1996, pp.255-270

Enders, W. (1995): “Applied Econometric Time Series”

John Wiley & Sons, Inc., 1995, 433 pp.

Engquist, B. & W. Schmid, Eds. (2001): “Mathematics Unlimited – 2001 and Beyond”

Springer-Verlag, Berlin, 2001, 1237 pp.

Enron, (V. Kaminski, Eds.) (1999): "Managing Energy Risk Price"

Risk Books, Second Edition, 1999, 324 pp.

Epps, T.W. (2000): “Pricing Derivative Securities”

World Scientific Pub. Co., 2000, 692 pp.

Episcopos, A. (1994): “Investment under Uncertainty and the Value of the Firm”

Economic Letters, vol.45, 1994, pp.319-322

Epstein, D. & N.Mayor & P. Schonbucher & A.E. Whalley & P. Wilmott (1998): “The Valuation of a Firm Advertising Optimally”

Quarterly Review of Economics and Finance, vol.38, no 2, 1998, pp.149-166

Epstein, L.G. & M. Peters (1999): “A Revelation Principle for Competing Mechanisms”

Journal of Economic Theory, vol88, 1999, pp. 119-160

Epstein, L.G. & T. Wang (1996): “Beliefs about Beliefs without Probabilities”

Econometrica, vol.64, no 6, November 1996, pp.1343-1373

Eraker, B. (2001): “MCMC Analysis of Diffusion Models with Application to Finance”

Journal of Business & Economic Statistics, April 2001, vol.19, no 2, pp.177-191

Erickson, M.J. & J. Flowers (1999): "Principles of Mathematical Problem Solving"

Prentice-Hall, Inc., 1999, 252 pp.

Ericsson, J. & J. Reneby (1999): "A Note on Contingent Claims Pricing with Non-Traded Assets"

Working Paper no 314, Stochholm School of Economics/EFI, March 1999, 8 pp.

Errera, S. & S. L. Brown (1999): “Fundamentals of Trading Energy Futures & Options”

PennWell Pub., 1999, 253 pp.

Esty, B.C. (1999): “Petrozuata: A Case Study of the Effective Use of Project Finance”

Journal of Applied Corporate Finance, vol.12, no 3, Fall 1999, pp.26-42

Etheridge, A. (2002): “A Course in Financial Calculus”

Cambridge University Press, 2002, 196 pp.

Evans, G. & J. Blackledge & P. Yardley (2000): “Numerical Methods for Partial Differential Equations”

Springer-Verlag London Ltd., 2000, 290 pp.

Evans, G.W. & S. Honkapohja (2001): "Learning and Expectations in Macroeconomics"

Princeton University Press, 2001, 421 pp.

Ewerhart, C. (2002): "Backward Induction and the Game-Theoretic Analysis of Chess"

Games and Economic Behavior, vol.39, 2002, pp.206-214

Eydeland, A. & K. Wolyniec (2003): "Energy and Power Risk Management – New Developments in Modeling, Pricing, and Hedging"

John Wiley & Sons, Inc., 2003, 490 pp.

Faber, M. & J.L.R. Proops (1998): “Evolution, Time, Production and the Environment”

Springer Verlag, Third Edition 1998 (first ed. 1990), 317 pp.

Fabozzi, F.J. (1996): “Bond Markets, Analysis and Strategies”

Qualitymark Ed. Ltda. (Brazilian edition; original by Prentice-Hall, Inc., 1996), 793 pp.

Fabozzi, F.J. & S. Hauser & U. Yaari (1990): “Early Exercise of Foreign Currency Options: Determinants of American Premium and the Critical Exchange Rate”

Advances in Futures and Options Research, vol.4, 1990, pp.219-236

Faerber, E. (1993): “All About Bonds”

McGraw-Hill, 1993, 239 pp.

Faig, M. & P. Shum (1999): "Irreversible Investment and Endogenous Financing: An Evaluation of the Corporate Tax Effects"

Journal of Monetary Economics, vol.43, 1999, pp.143-171

Faires, J.D. & R. Burden (1998): “Numerical Methods”

Brooks/Cole Publishing Co., 2nd Edition, 1998, 595 pp.

Faiz, S. (2001): “Real Options Application: From Successes in Asset Valuation to Challenges for an Enterprisewide Approach”

Journal of Petroleum Technology, January 2001, pp.42-47 & 74

Faiz, S. (2000): “Real Options Application: From Successes in Asset Valuation to Challenges for an Enterprise-Wide Approach”

SPE paper 62964, Proceedings of the 2000 SPE Annual Technical Conference and Exhibition, Dallas, 1-4 October, pp.243-250

Fama, E.F. (1996): “Discounting under Uncertainty”

Journal of Business, Volume 69, Number 4, October 1996, pp.415-428

Fama, E.F. (1977): “Risk-Adjusted Discount Rates and Capital Budgeting under Uncertainty”

Journal of Financial Economics, no 5, 1977, pp.3-24

Fama, E.F. & K.R. French (1995): “The CAPM Is Wanted, Dead or Alive”

Working Paper, Univ. of Chicago & Yale Scholl of Management, October 1995

Fama, E.F. & K.R. French (1992): “The Cross-Section of Expected Stock Returns”

Journal of Finance, vol.47, no 2, June 1992, pp.427-465

Fang, K.-T. & F.J. Hickernell & H. Niederreiter, Eds. (2002): "Monte Carlo and Quasi-Monte Carlo Methods 2000"

Springer-Verlag Berlin Heidelberg, 2002, 548 pp.

Fang, K.-T. & Y. Wang (1994): "Number-Theoretic Methods in Statistics"

Chapman & Hall, UK, 1994, 340 pp.

Farlow, S.J. (1982): “Partial Differential Equations for Scientists and Engineers”

Dover Edition 1993 (original John Wiley & Sons, 1982), 414 pp.

Farmelo, G., Eds. (2002): "It Must Be Beautiful – Great Equations of Modern Science"

Granta Books, 2002, 283 pp.

Farzin, Y.H. & K.L.M. Huisman & P.M. Kort (1998): “Optimal Timing of Technology Adoption”

Journal of Economic Dynamics and Control, vol.22, 1998, pp.779-799

Fatás, A. & A. Metrick (1995): “No News Can Be Good News: Irreversible Investment and Strategic Interaction”

Working Paper at INSEAD (France) no 95/68/EPS, 1995, 25 pp.

Faulkner, T.W. (1996): “Applying ‘Options Thinking’ to R&D Valuation”

Research Technology Management, May-June 1996, pp.50-56

Favero, C.A. & M.H. Pesaran & S. Sharma (1994): “A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence”

Journal of Applied Econometrics, vol.9, Supplement, 1994, pp.S95-S112

Favero, C.A. & M.H. Pesaran & S. Sharma (1994): “Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS”

Oxford Institute of Energy Studies, Paper EE17, 1992, 29 pp.

Felder, F.A. (1996): “Integrating Financial Theory and Methods in Electricity Resource Planning”

Energy Policy, vol.24, no 2, 1996, pp.149-154

Feldman, B. (200): "The Nobel Prize – A History of Genius, Controversy, and Prestige"

Arcade Publishing, Inc., 2000, 489 pp.

Feliz, R.A. (1993): “The Optimal Extraction Rate of a Natural Resource under Uncertainty”

Economic Letters, vol.43, 1993, pp.231-234

Feller, W. (1976): “An Introduction to Probability Theory and Its Applications – Vol.1 – Part 1”

Brazilian Edition (Edgar Blucher Ltda., 1976), 236 pp.

Feller, W. (1968): “An Introduction to Probability Theory and Its Applications – Vol. I”

John Wiley & Sons, Inc., 3rd ed., 1968, 509 pp.

Feller, W. (1971): “An Introduction to Probability Theory and Its Applications – Vol. II”

John Wiley & Sons, Inc., 2nd ed., 1971, 669 pp.

Fensterseifer, J.E. & N. Saul (1993): “Capital Investments in Large Firms”

Revista de Administração, vol.28, no 3, July/Sept. 1993, pp.3-12 (in Portuguese)

Fensterseifer, J.E. & Galesne, A. & Ziegelmann, J.A. (1987): “The Using of Analytical Techniques in Capital Investment Decisions by the Large Brazil’s Firms”

Revista de Administração, vol.22, no 4, Oct./Dec. 1987, pp.70-78 (in Portuguese)

Ferguson, B.S. & G.C. Lim (1998): "Introduction to Dynamic Econometric Models"

Manchester University Press, 1998, 298 pp.

Fernandes, J.M.A. (1996): “Capital Budgeting Analysis and the Options Theory - Application to Real Estate Projects” (from the original in Portuguese “A Análise de Investimentos e a Teoria das Opções - Uma Aplicação a Projectos Imobiliários”)

Masterial Dissertation, Instituto Superior de Economia e Gestão, Universidade Técnica de Lisboa, Portugal, Outubro de 1996, 50 pp.

Fernández, P. (2002): "Valuation Methods and Shareholder Value Creation"

Academic Press, 2002, 631 pp.

Feurstein, M. & M. Natter (1998): “Neural Networks, Stochastic Dynamic Programming and a Heuristic for Valuing Flexible Manufacturing Systems”

Working Paper no 17, Vienna University of Economics and Business Administration, September 1998, 10 pp.

Figlewski, S. & W.L. Silber & M.G. Subrahmanyam (1990): “Financial Options – From Theory to Practice”

McGraw-Hill, New York University, 1990, 579 pp.

Finch, C. (2001): “In the Market – The Illustrated History of the Financial Markets”

Abbeville Press Pub., 364 pp.

Fine, C.H. & R.M. Freund (1990): “Optimal Investment in Product-Flexible Manufacturing Capacity”

Management Science, vol.36, no 4, April 1990, pp.449-466

Fink, E.C. & S. Gates & B.D. Humes (1998): "Game Theory Topics – Incomplete Information, Repeated Games, and N-Player Games"

Sage Publications, Sage University Paper 122, 1998, 69 pp.

Finnerty, J.D. (1996): “Project Finance”

Qualitymark Editora, 1998 (Brazilian version from original John Wiley & Sons edition, 1996), 376 pp.

Fischer, E.O. & R. Heinkel & J. Zechner (1989): “Dynamic Capital Structure Choice: Theory and Tests”

Journal of Finance, vol. 44, no 1, March 1989, pp. 19-40

Fischer, S. (1978): “Call Option Pricing when the Exercise Price Is Uncertain, and the Valuation of Index Bonds”

Journal of Finance, vol.33, no 1, March 1978, pp. 169-176

Fisher, A.C. (2000): “Investment under Uncertainty and Option Value in Environmental Economics”

Resource and Energy Economics, vol.22, no 3, July 2000, pp.197-204

Fisher, A.C. & W.M. Hanemann (1987): “Quasi-Option Value: Some Misconceptions Dispelled”

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