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.

SHARPE, W. F. (1964): "Capital Asset Prices: A Theory of Market<br />

Equilibrium Un<strong>de</strong>r Conditions of Risk", Journal of Finance, 19, pp. 425-442.<br />

SHARPE, W. F. (1970): Portfolio Theory and Capital Markets. New York:<br />

McGraw-Hill.<br />

SMITH, C. W. (1976): "Option Pricing: A Review", Journal of Financial<br />

Economics, 3, pp. 3-51.<br />

SMITH, J. B. (1981): The Probability Distribution of Market Returns: A<br />

Logistic Hypothesis, Tesis Doctoral, University of Utah.<br />

SPATT, C. S. y F. P. STERBENZ (1988): "Warrant Exercise, Divi<strong>de</strong>nds, and<br />

Reinvestment Policy", Journal of Finance, 43, pp. 493-506.<br />

SPRENKLE, C. M. (1962): "Warrant Prices as Indicators of Expectations and<br />

Preferences", Yale Economic Essays, 1, pp. 172-231.<br />

STAPLETON, R. C. y M. G. SUBRAHMANYAM (1984): "The Valuation of<br />

Options When Asset Returns Are Generated by a Binomial Process",<br />

Journal of Finance, 39, Nº 5, pp. 1525-1539.<br />

STAPLETON, R. C. y M. G. SUBRAHMANYAM (1990): "Interest Rate Caps<br />

and Floors", en Financial Options: From Theory to Practice eds. S.<br />

Figlewski, W. L. Silber and M. G. Subrahmanyam, Business One, Irwin.<br />

STAPLETON, R. C. y M. G. SUBRAHMANYAM (1993): "The Analysis and<br />

Valuation of Interest Rate Options", Journal of Banking and Finance, 17,<br />

pp. 1079-1095.<br />

STEIN, E. M. y J. C. STEIN (1991): "Stock Price Distributions with<br />

Stochastic Volatility: An Analityc Approach", Review of Financial Studies,<br />

4, pp. 727-752.<br />

STERK, W. E. (1983): "Comparative Performance of the Black-Scholes and<br />

Roll-Geske-Whaley Option Pricing Mo<strong>de</strong>ls", Journal of Financial and<br />

Quantitative Analysis, 18, pp. 345-354.<br />

279

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

Saved successfully!

Ooh no, something went wrong!