                                           737

      (triple witching hour).   ,
    ,   . . : Hans R. Stoll and
Robert E. Whaley, Program Trading and Expiration Day Effects, Financial Analysis Journal, 43,
no. 2 (March/April 1987), pp. 1628; Arnold Kling, How the Stock Market Can Learn to Live with
Index Futures and Options, Financial Analysts Journal, 43, no. 5 (September/October 1987), pp. 33
39; and G.J. Santoni, Has Programmed Trading Made Stock Prices More Volatile? Federal Reserve
Bank of St. Louis Review, 69, no. 5 (May 1987), pp. 18-29.
25      .  . 12 : Commodity Trading Manual (-
 3).        
 .  . 8 : Stuart M. Turnbull, Option Valuation (Holt, Rinehart and Winston of
Canada, 1987).

 

	 
	  
	 
 	 
 	 
 	 
 	     
	 
 	  
	 
 	 
  	 
 	  
	

 

1.      ,   
     .      
,     ,      
 .    :

Stephen Figlewski, Hedging with Financial Futures for Institutional Investors (Cambridge,

MA: Ballinger, 1986).

Edward W. Schwarz, Joanne M. Hill, and Thomas Schneeweis, Financial Futures

(Homewood, IL: Richard D. Irwin, 1986).

Commodity Trading Manual (Chicago: Chicago Board of Trade, 1989).

Darrell Duffle, Futures Markets (Englewood Cliffs, NJ: Prentice Hall, 1989).

Daniel R. Siegel and Diane F. Siege'l, Futures Ato-/:e/.?(Hinsdale, IL: Dryden Press, 1990).

Don M. Chance, An Introduction to Options & Futures (Fort Worth, TX: Dryden Press,

1991).

Alan L. Tucker, Financial Fulutres, Options & Swaps (St. Paul, MN: West, 1991).

David A. Dubofsky, Options and Financial Fututres (New York: McGraw-Hill, 1992).