13.05.2013 Views

cs21 difusión de las ideas.pdf - Exordio

cs21 difusión de las ideas.pdf - Exordio

cs21 difusión de las ideas.pdf - Exordio

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

ANALISTAS FINANCIEROS INTERNACIONALES (1992): "La estimación <strong>de</strong><br />

la volatilidad en la valoración <strong>de</strong> opciones: una aplicación al bono nocional<br />

en España", Análisis Financiero Internacional, febrero-marzo, pp.45-54.<br />

ARNÁIZ, G. (1978): Estadística Teórica, Valladolid: Lex Nova.<br />

BACHELLIER, L. (1900): "Theory of Speculation", en The Random<br />

Character of Stock Market Prices, ed. P. H. Cootner, Cambridge,<br />

Mass.:M.I.T. Press,1967, pp. 17-78.<br />

BACHILLER, A. C., P. F. LECHÓN y R. A. SANTAMARÍA (1993):<br />

"Evi<strong>de</strong>ncias empíricas en la valoración <strong>de</strong> opciones sobre el IBEX-35. Una<br />

aproximación a través <strong>de</strong>l Mo<strong>de</strong>lo Black 76(1)", Revista Española <strong>de</strong><br />

Financiación y Contabilidad, Nº 78, pp. 71-88.<br />

BAILEY, W. y R. M. STULZ (1989): "The Pricing of Stock In<strong>de</strong>x Options in a<br />

General Equilibrium Mo<strong>de</strong>l", Journal of Financial and Quantitative Analysis,<br />

24, Nº 1, pp. 1-12.<br />

BALL, C. A. y W. N. TOROUS (1983a): "A Simplified Jump Process for<br />

Common Stock Returns", Journal of Financial and Quantitative Analysis,<br />

18, Nº 1, pp. 53-65.<br />

BALL, C. A. y W. N. TOROUS (1983b): "Bond Price Dynamics and<br />

Options", Journal of Financial and Quantitative Analysis, 18, Nº 4, pp. 517-<br />

531.<br />

BALL, C. A. y W. N. TOROUS (1985): "On Jumps in Common Stock Prices<br />

and Their Impact on Call Pricing"; Journal of Finance, 40, pp. 155-174.<br />

BANZ, R. (1981): "The Relationship between Return and Market Value of<br />

Common Stocks", Journal of Financial Economics, 9, pp. 3-18.<br />

BARONE-ADESI, G. y R. E. WHALEY (1987): "Efficient Analytic<br />

Approximation of American Option Values", Journal of Finance, 42, Nº 2,<br />

pp. 301-320.<br />

256

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!