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Previous Chapter

Author Index

B
Baillie, R.T., 87
Ball, C., 431
Bartter, B., 837
Black, F., 291, 296, 301 306–16, 421–40, 473–51, 681–8, 838 821–5

C
Chance, D., 641
Chiras, D.P., 426
Clewlow, L., 455, 696, 709
Cox, J.C., 392, 417–8, 839
Cuthbertson, K., 87, 160, 172, 191, 194, 231, 424, 837

D
Danielsson, J., 803
Das, S., 869
Derman, E., 838
DeVries, C.G., 803

F
French, K.R., 423, 771

G
Galai, D., 426
Garman, M.B., 437

H
Heston, S.L., 459, 480
Ho, T.S.Y., 836–42
Hull, J.C., 455, 459, 709, 829, 836, 838, 842

I
Ingersoll, J.E., 839
Ito, K., 450, 809–817

J
Jamshidian, F., 842
J.P. Morgan, 14–15, 572, 753

K
Karasinski, P., 838
Kohlhagen, S.W., 437
Kurpiel, A., 478, 493

L
Lee, M., 430
Lee, S.B., 836–42
Leland, H., 504, 511–12
Longstaff, F.A., 460, 842

M
Manaster, S., 426
Merton, R.C. (1973)
Myers, R.J., 87

N
Naik, E., 430
Nitzsche, D., 87, 160, 172, 191, 194, 231, 424, 837

R
Rendleman, R., 837
Rich, D., 641
Roll, R., 423
Roncalli, T., 478, 493
Ross, S.A., 392, 417–8, 839
Rubinstein, M. (1979), 392, 417–8, 504, 511–12

S
Scholes, M., 291, 296, 301 306–16, 421–40, 473–51, 821–5
Schwartz, E.S., 460, 842
Shiller, R.J., 68–70
Stoll, H., 81
Strickland, C., 455, 696, 709
Sundaram, R., 869

T
Torous, W., 431
Toy, W., 838

V
Vasicek, O.A., 685, 839, 841–2

W
Whaley, R., 81
White, A., 459, 709, 836, 838, 842
Wilmott, P., 430, 455

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3.141.46.130