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Brennan, M. J., and E. S. Schwartz. 1980. Analyzing convertible bonds. Journal of Financial and Quantitative Analysis 15:907-929.

Briys, E., M. Crouhy, and R. Schobel. 1991. The pricing of default-free interest rate cap, floor and collar agreements. Journal of Finance 46:1879-1892. Fabozzi, F. J. 1994. Investment management. Englewood Cliffs, NJ: Prentice Hall.

Fama, E. F. 1975. Short term interest rates as predictors of inflation. American Economic Review 65:269-282.

Figlewski, S., W. L. Silber, and M. G. Subrahmanyam, eds. 1990. Financial options. Homewood, IL: Business One Irwin.

Fraine, H. G., and R. H. Mills. 1961. Effect of defaults and credit deterioration on yields of corporate bonds. Journal of Finance 16:423-434.

Harvey, C. R. 1991. The term structure and world economic growth. Journal of Fixed Income 1:4-17.

Hempel, G. H. 1971. The postwar quality of state and local debt. Cambridge, MA: National Bureau of Economic Research.

Hickman, W. B. 1958. Corporate bond quality and investor experience. Cambridge, MA: National Bureau of Economic Research.

Hicks, J. R. 1946. The value of capital. New York: Oxford University Press.

Ho, T. S. Y., and S. B. Lee. 1989. Pricing of the call and sinking fund provisions on corporate bonds under interest rate risk: Empirical evidence. International Journal of Finance 2:1-17.

IngersoU, J. 1977. An examination of corporate call policies on convertible securities. Journal of Finance 32:463-478.

Johnson, R. E. 1967. Term structures of corporate bond yields as a function of the risk of default. Journal of Finance 22:313-345.

McCulloch, J. H. 1975. An estimate of the liquidity premium. Journal of Political Economy 83:95-119.

Meiselman, D. 1962. The term structure of interest rates. Englewood Cliffs, NJ: Prentice Hall.

Park, S. Y, and M. G. Subrahmanyam. 1990. Option features of corporate securities. In Financial Options, ed. S. Figlewski et al. Homewood, IL: Business One Irwin.

Sarig, O., and A. Warga. 1989. Some empirical estimates of the term structure of interest rates. Journal of Finance 44:1351-1360.

Shiller, R. J. 1979. The volatility of long-term interest rates and expectations models of the term structure. Journal of Political Economy 87:1190-1219.

Stapleton, R. C, and M. G. Subrahmanyam. 1990. Interest rate caps and floors. In Financial options, ed. S. Figlewski et al. Homewood, IL: Business One Irwin.

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Wood, J. Н., and N. L. Wood. 1985. Financial markets. Orlando, FL: Harcourt Brace Jovanovich

Глава 34. ОЦЕНКА ФЬЮЧЕРСНЫХ И ФОРВАРДНЫХ КОНТРАКТОВ

Houthaker, Н. S. 1957. Сап speculators forecast prices? Review of Economics and

Statistics 39:73-87. Hull, J. C. 1999. Options, futures and derivative securities. Upper Saddle River, NJ: Prentice Hall. Telser, L. G. 1958. Futures trading and the storage of cotton and wheat. Journal of Political Economy 3:233-255.

Глава 35. ОБЗОР И ЗАКЛЮЧЕНИЕ

Damodaran, А. 2001. Choosing the right valuation model. Working paper. www.stern.nyu.edu/~adamodar/New Home Page/papers.html.



ПРЕДМЕТНЫЙ УКАЗАТЕЛЬ

Авансовые расходы на пенсионное обеспечение 46

Авиационные компании 45-46, 54, 57, 59, 61-62, 68, 70, 83, 86-89, 240-243, 247, 250, 255-256, 261-264 Активы 36-46

балансовая стоимость 38, 43, 76

внутренняя ценность 16

длительного срока жизни (долгосрочные) 35, 39 доходность 982 исследовательские 306 историческая стоимость 38 классификация 39

короткого срока жизни (краткосрочные) 35, 39

материально-производственные запасы 35, 39-42, 323, 349-351

неиспользуемые 586

нематериальные 35-37, 39, 44

не создающие денежные потоки 1024-1027

оценка 38

пенсионного фонда 586 прибыльность 35

реальные (проекты, патенты, запасы нефти) 14, 30-31 роста 76, 301, 357

в бухгалтерском и финансовом балансах 301 с характеристиками опционов 1027 создающие денежные потоки 1012-1023 стоимость (ценность) 38, 45 текущие 64

товарно-материальные запасы 46, 64-66

финансовые (варранты) 14, 31, 53

«человеческий капитал» 311

ценность (стоимость) 2, 15-16, 20-21 Акции без фиксированного дивиденда 15 Акции с высокой капитализацией 274 Акции с низкой капитализацией 274 Акционеры 82 Альфа, Дженсен 240, 242

Американские депозитарные расписки (ADR) 227, 645-647 Амортизация 306, 311, 344-345

репутации 319-320 Аналитики, отслеживающие фирмы 14, 370

[Старт] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100] [101] [102] [103] [104] [105] [106] [107] [108] [109] [110] [111] [112] [113] [114] [115] [116] [117] [118] [119] [120] [121] [122] [123] [124] [125] [126] [127] [128] [129] [130] [131] [132] [133] [134] [135] [136] [137] [138] [139] [140] [141] [142] [143] [144] [145] [146] [147] [148] [149] [150] [151] [152] [153] [154] [155] [156] [157] [158] [159] [160] [161] [162] [163] [164] [165] [166] [167] [168] [169] [170] [171] [172] [173] [174] [175] [176] [177] [178] [179] [180] [181] [182] [183] [184] [185] [186] [187] [188] [189] [190] [191] [192] [193] [194] [195] [196] [197] [198] [199] [200] [201] [202] [203] [204] [205] [206] [207] [208] [209] [210] [211] [212] [213] [214] [215] [216] [217] [218] [219] [220] [221] [222] [223] [224] [225] [226] [227] [228] [229] [230] [231] [232] [233] [234] [235] [236] [237] [238] [239] [240] [241] [242] [243] [244] [245] [246] [247] [248] [249] [250] [251] [252] [253] [254] [255] [256] [257] [258] [259] [260] [261] [262] [263] [264] [265] [266] [267] [268] [269] [270] [271] [272] [273] [274] [275] [276] [277] [278] [279] [280] [281] [282] [283] [284] [285] [286] [287] [288] [289] [290] [291] [292] [293] [294] [295] [296] [297] [298] [299] [300] [301] [302] [303] [304] [305] [306] [307] [308] [309] [310] [311] [312] [313] [314] [315] [316] [317] [318] [319] [320] [321] [322] [323] [324] [325] [326] [327] [328] [329] [330] [331] [332] [333] [334] [335] [336] [337] [338] [339] [340] [341] [342] [343] [344] [345] [346] [347] [348] [349] [350] [351] [352] [353] [354] [355] [356] [357] [358] [359] [360] [361] [362] [363] [364] [365] [366] [367] [368] [369] [370] [371] [372] [373] [374] [375] [376] [377] [378] [379] [380] [381] [382] [383] [384] [385] [386] [387] [388] [389] [390] [391] [392] [393] [394] [395] [396] [397] [398] [399] [400] [401] [402] [403] [404] [405] [406] [407] [408] [409] [410] [411] [412] [413] [414] [415] [416] [417] [418] [419] [420] [421] [422] [423] [424] [425] [426] [427] [428] [429] [430] [431] [ 432 ] [433] [434] [435] [436] [437] [438] [439] [440] [441] [442]