|
Duffie D. Futures Markets. – Prentice Hall, Upper Saddle River, NJ, 1989.
Gastineau G. /.., Smith D. J. and Todd R. Risk Management, Derivatives, and Financial Analysis under SFAS No. 133. – The Research Foundation of AIMR and Blackwell Series in Finance, 2001.
Jorion P. Risk Management Lessons from Long-Term Capital Management // European Financial Management, 6, 3 (September 2000). – P. 277-300.
Kawaller I. G. and Koch P. D. Meeting the Highlv Effective Expectation Criterion for Hedge Accounting // Journal of Derivatives, 7, 4 (Summer 2000). – P. 79-87.
Lowenstein R. When Genius Failed: The Rise and Fall of Long-Term Capital Management. – New York: Random House, 2000.
Warwick В., Jones F. J. and Teweles R. J. The Futures Game. 3rd edn. – New York: McGraw-Hill, 1998.
|
