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Рекомендуемая литература

Arditti, Fred D. Derivatives: A Comprehensive Resource for Options, Futures, Interest

Rate Swaps, and Mortgage Securities. (Boston: Harvard Business School Press, 1996).

Asquith, Paul, "Convertible Bonds are Not Called Late", Journal of Finance 50

(September 1995), p.

1275-1289.

Asquith, Paul, and David W. Mullins, Jr., "Convertible Debt: Corporate Call Policy and

Voluntary Conversion" Journal of Finance 46 (September 1991), p. 1273-1289.

Barber, Brad M., "Exchangeable Debt", Financial Managevent22 (Summer 1993), p. 48-60.

Barth, Mary E., Wayne R. Landsman, and Richard J. Rendleman, Jr., "Implementation of an

Option-Pricing Based Bond Valuation Model for Corporate Debt and Its Components",

Accounting Horizons 14 (December 2000), p. 455-479.

Black, Fisher. "How to Use the Holes in Black-Scholes", Journal of Applied Corporate

Finance 1 (Winter 1989), p. 67-73.

Black, Fisher and Myron Scholes. "The Pricing of Options and Corporate Liabilities",

Journal of Political Economy 81 (May-June 1973), p.

637-654.

1030 Часть VIII. Специальные области финансового менеджмента

Brennan, Michael J., and Eduardo S. Schwarz, "Convertible Bonds: Valuation and

Optimal Strategies for Call and Conversion", Journal of Finance 32 (December 1977),

p. 1699-1715.

Brennan, Michael J., and Eduardo S. Schwarz, "The Case for Convertibles", Journal of

Applied Corporate Finance 1 (Summer 1988), p. 55-64.

Byrd, Anthony K., and William T. Moore, "On the Information Content of Calls of

Convertible Securities" Journal of Business, 69 (January 1996), p. 89-101.

Chen, Andrew H., "Uncommon Equity", Journal of Applied Corporate Finance 5 (Spring

1992), p.

36-43.

Finnetry, John D., "The Case for Issuing Synthetic Convertible Bonds", Midland

Corporate Finance Journal 4 (Fall 1986), p. 73-82.

Green, Richard C, "Investment Incentives, Debt, and Warrants", Journal of Financial

Economics 13 (March 1984), p. 115-136.

Haugen, Robert A. Modem Investment Theory, 5th ed. (Upper Saddle River, NJ: Prentice

Hall, 2001).

Hull, John C. Options, Futures, and Other Derivatives, 5th ed. (Upper Saddle River, NJ:

Prentice Hall, 2003).

Jones, E. Philip, and Scott P. Mason, "Equity-Linked Debt", Midland Corporate

FinfanceJournals (Winter 1986),p. 47-58.

Lauterbach, Beni, and Paul Schulz, "Pricing Warrants: An Empirical Study of the Black-

Scholes Models and Its Alternatives",/oMn?a/ of Finance (September 1990), p. 1181-1209.

Long, Michael S., and Stephen E. Sefcik. "Participation Financing: A Comparison of the

Characteristic of Convertible and Straight Bonds Issued in Conjunction with Warrants",

Financial Management 19 (Autumn 1990), p. 23-34.

Marr, M. Wayne, and G. Rodney Thompson, "The Pricing of New Convertable Bond

Issues"', Financial Management 13 (Summer 1984), p. 31-37.

Mikkelson, Wayne H, "Convertable Calls and Security Returns", Journal of Financial

Economics 9 (September 1981), p. 237-264.

Sharpe, William F., and Gordon J. Alexander, and Jeffery V. Bailey. Investments, 5th ed.

(Englewood Cliffs, NJ: Prentice Hall, 1995, Chap. 20).

Van Home, James C, "Warrant Valuation in Relation to Volatility and Opportunity

Costs"', Industrial Management Review 10 (Spring 1996), p. 19-32.

Van Home. Financial Market Rates and Flows, 5th ed. (Upper Saddle River, NJ: Prentice

Hall, 1998).

. Financial Market Rates and Flows, 6th ed. (Upper Saddle River, NJ: Prentice Hall,

2001).

Часть V I I I Web-сайта, посвященного данному учебнику (Wachowicz's Web World), содержит

ссылки на многие "финансовые" Web-сайты, а также ссылки на статьи в Интернете,

связанные с темами, освещаемыми в этой главе, (web. u t k . edu/~j wachowi /

p a r t 8 . h t m l )

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Источник: Ван Хорн Дж.К., Вахович Дж.М.. Основы финансового менеджмента. 12-е изд. - М.: "И.Д. Вильямс", — 1232 с.. 2008

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