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cs21 difusión de las ideas.pdf - Exordio

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BLACK, F. (1975): "Fact and Fantasy in the Use of Options", Financial<br />

Analysts Journal, 31, pp 36-41 y 61-72.<br />

BLACK, F. (1976): "Studies of Stock Price Volatility Changes", Proceedings<br />

of the 1976 Meetings of the American Statistical Association, pp. 177-<br />

181.<br />

BLACK, F. (1989): "Cómo obtuvimos la fórmula para valorar opciones",<br />

Análisis Financiero, 1991, Nº 53, pp. 12-27.<br />

BLACK, F., E. DERMAN y W. TOY (1990): "A One-Factor Mo<strong>de</strong>l of Interest<br />

Rates and its Application to Treasury Bond Options", Financial Analysis<br />

Journal, (Enero-Febrero), pp. 33-39.<br />

BLACK, F., M. JENSEN y M. SCHOLES (1972): "The Capital Asset Pricing<br />

Mo<strong>de</strong>l: Some Empirical Test" en Studies in the Theory of Capital Markets,<br />

ed. M. C. Jensen, Praeger, Nueva York.<br />

BLACK, F. y P. KARASINSKI (1991): "Bonds and Option Pricing When<br />

Short Rates Are Lognormal", Financial Analysis Journal, (Julio-Agosto), pp.<br />

52-59.<br />

BLACK, F. y M. SCHOLES (1972): "The Valuation of Option Contracts and<br />

a Test of Market Efficiency", Journal of Finance, 27, pp. 399-417.<br />

BLACK, F. y M. SCHOLES (1973): " The Pricing of Options and Corporate<br />

Liabilities", Journal of Political Economy, 81, pp. 637-659.<br />

BLATTBERG, R. C. y N. J. GONEDES (1974): "A Comparison of the Stable<br />

and Stu<strong>de</strong>nt Distribution of Statistical Mo<strong>de</strong>ls for Stock Prices", Journal of<br />

Business, 47, pp. 244-280.<br />

BLOMEYER, E. C. y H. JOHNSON (1988): "An Empirical Examination of the<br />

Pricing of American Put Options", Journal of Financial and Quantitative<br />

Analysis, 23, Nº 1, pp.13-<br />

BOLLERSLEV, T. (1986): "Generalized Autoregressive Conditional<br />

Heteroskedasticity", Journal of Econometrics, 31, pp. 307-327.<br />

258

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