Bibliography


Black, Fischer and Myron Scholes, "The Pricing of Options and Corporate Liabilities,"
  • Journal of Political Economy
    • , 81:3, 1973, pp. 637-654.

    Bookstaber, Richard M. Option Pricing and Strategies in Investing, 1981, Addison-Wesley Publishing Company.

    Corcoran, Elizabeth, "Fischer Black Calculated risks enable mathematician to turn a profit," Scientific American, March, 1990, pp. 78-79.

    Hull, John, Introduction to Futures and Options Markets, 1991, Simon & Schuster Company.

    Hull, John, Options, Futures, and other Derivative Securities, 1989, Simon & Schuster Company.

    Kripalani, Manjeet. "Formula for Success," Forbes, October 28, 1991, pp. 203-4.

    Laderman, Jeffrey M., "Fischer Black is practicing what he teaches," Business Week, August 6, 1984, p. 75.

    Marshall, John F.; Bansal, Vipul K. Financial Engineering, 1993, Kolb Publishing Company.

    Mathcad for Windows User's Guide, 1994, Mathsoft Inc.

    Shapiro, Alan C. Multinational Financial Management, 1992, Allyn and Bacon.

    Strong, Robert A. Speculative Markets, 1994, Harper Collins College Publishers.

    Tucker, Alan L. Financial Futures, Options & Swaps, 1991, West Publishing Company.

    Whaley, R., "Valuation of American Futures Options: Theory and Empirical Tests," Journal of Finance, 41:1, March 1986, pp. 127-150.

    Wilford, D. Sykes; Smith, Clifford W.; Smithson, Charles W. Managing Financial Risk, 1995, Irwin Inc. pp.312-400.