%Eingabehinweise:
%Vornamen vollstndig eingeben (auch Anfangsbuchstaben
%des zweiten Vornamens)
%Seitenzahlen mit "--" eingeben!
%Auflage mit "." eingeben!
%Englische Titel bis auf Prpositionen etc. in Grossbuchstaben
%eingeben!
%Grossbuchstaben in deutschen Titeln in geschweifte Klammern
%setzen! (verhindert automatische Kleinschrift!)
%Keine Umlaute eingeben! Tex-Schreibweise! z.B. "u!


@article
{Allen/Santomero:98, 
Author        = {Allen, Franklin and Santomero, Anthony M.}, 
Title         = {The Theory of Financial Intermediation}, 
Journal       = {Journal of Banking and Finance}, 
Year          = {1998}, 
Volume        = {21}, 
Pages         = {1461--1485}} 


@article
{AJ:92, 
Author        = {Amin, Kaushik and Jarrow, Robert}, 
Title         = {Pricing Options on Risky Assets in a Stochastic Interest 
Rate Economy}, 
Journal       = {Mathematical Finance}, 
Year          = {1992}, 
Volume        = {4}, 
Pages         = {217--237}} 


@book
{Basel:99a,
Author        = {Basel{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Title    	  = {Credit Risk Modelling: Current Practices and Applications}, 
Publisher     = {Basle{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Year          = {1999}, 
Address       = {Basel}, 
Edition       = {}}

@book
{Basel:99b,
Author        = {Basel{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Title         = {A New Capital Adequacy Framework}, 
Publisher     = {Basle{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Year          = {1999}, 
Address       = {Basel}, 
Edition       = {}}


@book
{Basel:01a,
Author        = {Basel{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Title         = {Principles for the Management and Supervision of Interest Rate Risk}, 
Publisher     = {Basel{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Year          = {2001}, 
Address       = {Basel}, 
Edition       = {}}


@book
{Basel:01b,
Author        = {Basel{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Title         = {The New Basel Capital Akkord}, 
Publisher     = {Basel{ }{C}ommittee{ }{o}n{ }{B}anking{ }{S}upervision}, 
Year          = {2001}, 
Address       = {Basel}, 
Edition       = {}}


@book
{Bauer:68, 
Author        = {Bauer, Heinz}, 
Title         = {Wahrscheinlichkeitstheorie und
{G}rundz"uge der {M}a"stheorie}, 
Publisher     = {de Gruyter}, 
Year          = {1968}, 
Address       = {Berlin}, 
Edition       = {1. Auflage}}
 


@article
{Black/Cox:76, 
Author        = {Black, Fischer and Cox, John C.}, 
Title         = {Valuing Corporate Securities: Some Effects of Bond Indenture Provisions}, 
Journal       = {The Journal of Finance}, 
Year          = {1976}, 
Volume        = {31}, 
Pages         = {351--368}} 


@article
{BS:73, 
Author        = {Black, Fischer and Scholes, Myron}, 
Title         = {The Pricing of Options and Corporate Liabilities}, 
Journal       = {Journal of Political Economy}, 
Year          = {1973}, 
Volume        = {27}, 
Pages         = {399--418}} 



@incollection
{Bjoerk:97,
Author        = {Bj"ork, Tomas}, 
Title         = {Interest Rate Theory}, 
Booktitle     = {Financial Mathematics}, 
Publisher     = {Springer_Verlag}, 
Year          = {1997}, 
Address       = {Berlin u.\,a.},
Editor        = {Runggaldier, Wolfgang J.}, 
Volume        = {}, 
Edition       = {},
Pages         = {53--122}}


@book
{Bjoerk:98, 
Author        = {Bj"ork, Tomas}, 
Title         = {Arbitrage Theory in Continuous Time}, 
Publisher     = {Cambridge 
University Press}, 
Year          = {1998}, 
Address       = {Cambridge}, 
Edition       = {}}


@article
{Bren:79, 
Author        = {Brennan, Michael J.}, 
Title         = {The Pricing of Contigent Claims in Discrete Time Models}, 
Journal       = {The Journal of Finance}, 
Year          = {1979}, 
Volume        = {24}, 
Pages         = {53--68}} 


@article
{Bren/Krau:76, 
Author        = {Brennan, M. J. and Kraus, A.}, 
Title         = {The geometry of separation and myopia}, 
Journal       = {Journal of Financial and Quantitative Analysis}, 
Year          = {1976}, 
Volume        = {*11}, 
Pages         = {171--193}, 
Month         = {}}


@book
{Bueschgen:98, 
Author        = {B"uschgen, Hans E.}, 
Title         = {Bankbetriebslehre: Bankgesch"afte und Bankmanagement}, 
Publisher     = {Gabler}, 
Year          = {1998}, 
Address       = {Wiesbaden}, 
Edition       = {5.}}

@incollection
{BurgHenk:00a,
Author        = {Burghoff, Hans-Peter and Henke, Sabine}, 
Title         = {Alternative Produkte des Kreditrisikotransfers}, 
Booktitle     = {Kreditderivate: Handbuch f"ur die Bank- und Anlagepraxis}, 
Publisher     = {Sch"afer-Poeschel}, 
Year          = {2000}, 
Address       = {Stuttgart},
Editor        = {Burghoff, Hans-Peter and Henke, Sabine and Sch"onbucher, Philip J. and 
Sommer, Daniel}, 
Volume        = {}, 
Edition       = {},
Pages         = {95--109}}


@incollection
{BurgHenk:00b,
Author        = {Burghoff, Hans-Peter and Henke, Sabine}, 
Title         = {Kreditderivate und Bankenaufsicht -- Entwicklungen und Perspektiven in Deutschland und international}, 
Booktitle     = {Kreditderivate: Handbuch f"ur die Bank- und Anlagepraxis}, 
Publisher     = {Sch"afer-Poeschel}, 
Year          = {2000}, 
Address       = {Stuttgart},
Editor        = {Burghoff, Hans-Peter and Henke, Sabine and Sch"onbucher, Philip J. and 
Sommer, Daniel}, 
Volume        = {}, 
Edition       = {},
Pages         = {467--500}}


@incollection
{BurgHenkSchirm:00,
Author        = {Burghoff, Hans-Peter and Henke, Sabine and Schirm, Antje}, 
Title         = {Kreditderivate im deutschen Finanzmarkt -- Eine Umfrage unter Kreditinstituten}, 
Booktitle     = {Kreditderivate: Handbuch f"ur die Bank- und Anlagepraxis}, 
Publisher     = {Sch"afer-Poeschel}, 
Year          = {2000}, 
Address       = {Stuttgart},
Editor        = {Burghoff, Hans-Peter and Henke, Sabine and Sch"onbucher, Philip J. and 
Sommer, Daniel}, 
Volume        = {}, 
Edition       = {},
Pages         = {135--166}}


@incollection
{Buehler:97,
Author        = {B"uhler, Wolfgang and Uhrig, Marliese and Walter, Ulrich and Weber, Thomas }, 
Title         = {Erfahrungen bei dem {E}insatz von {M}odellen zur {B}ewertung von 
{Z}insoptionen - eine empirische {S}tudie}, 
Booktitle     = {Bewertung und {E}insatz von {F}inanzderivaten}, 
Publisher     = {*Publisher}, 
Year          = {1997}, 
Address       = {D"usseldorf},
Editor        = {Franke, G"unter}, 
Volume        = {}, 
Edition       = {},
Pages         = {1--42}}


@book
{Camp/Lo/MacK:97, 
Author        = {Campbell, John Y. and Lo, Andrew W. and MacKinlay, A. Craig}, 
Title         = {The Econometrics of Financial Markets}, 
Publisher     = {Princeton University Press}, 
Year          = {1997}, 
Address       = {Princeton, New Jersey}, 
Edition       = {}}


@article
{Cox/Ross:76, 
Author        = {Cox, John. C. and Ross, Stephen A.}, 
Title         = {The Valuation of Options for Alternative Stochastic Processes}, 
Journal       = {Journal of Financial Economics}, 
Year          = {1976}, 
Volume        = {3}, 
Pages         = {145--166}} 


@article
{Cox/Ing/Ross:85a, 
Author        = {Cox, John. C. and Ingersoll, Jonathan E. and Ross, Stephen A.}, 
Title         = {An Intertemporal General Equilibrium Model of Asset Prices}, 
Journal       = {Econometrica}, 
Year          = {1985}, 
Volume        = {53}, 
Pages         = {363--384}} 


@article
{Cox/Ing/Ross:85b, 
Author        = {Cox, John. C. and Ingersoll, Jonathan E. and Ross, Stephen A.}, 
Title         = {A Theory of the Term Structure of Interest Rates}, 
Journal       = {Econometrica}, 
Year          = {1985}, 
Volume        = {53}, 
Pages         = {385--407}} 


@book
{Cope/West:92,
Author        = {Copeland, Thomas E. and Weston, J. Fred},
Title         = {Financial Theory and Corporate Policy},
Publisher     = {Addison Wesley}, 
Year          = {*1992}, 
Address       = {Reading}, 
Edition       = {*Nachdruck mit Korrekturen}}


@article
{Crabbe:91, 
Author        = {Crabbe, Leland}, 
Title         = {Event Risk: An Analysis of Losses to Bondholders and "`Super Poisson Put"' Bond Covenants}, 
Journal       = {The Journal of Finance}, 
Year          = {1991}, 
Volume        = {46}, 
Pages         = {689--706}} 


@incollection
{DB:00,
Author        = {Deutsche{ }{B}undesbank}, 
Title         = {Die Beziehung zwischen Bankkrediten und Anleihemarkt in Deutschland}, 
Booktitle     = {Monatsbericht der Deutschen Bundesbank}, 
Publisher     = {Deutsche {B}undesbank}, 
Year          = {2000}, 
Address       = {Frankfurt am Main},
Editor        = {}, 
Volume        = {1}, 
Edition       = {52},
Pages         = {33--48}}

@incollection
{Das:98,
Author        = {Das, Satyajit}, 
Title         = {Credit Derivatives -- Applications}, 
Booktitle     = {Credit Derivatives: Trading and Management of Credit and Default Risk}, 
Publisher     = {John Wiley & Sons}, 
Year          = {1998}, 
Address       = {Singapore},
Editor        = {Das, Satyajit}, 
Volume        = {}, 
Edition       = {},
Pages         = {125--169}}


@book
{Dewat/Tirole:94,
Author        = {Dewatripont, M. and Tirole, J.},
Title         = {The Prudential Regulation of Banks},
Publisher     = {MIT-Press}, 
Year          = {1994}, 
Address       = {Cambridge}, 
Edition       = {}}


@book
{Duffie:92, 
Author        = {Duffie, Darrel}, 
Title         = {Dynamic Asset Pricing Theory}, 
Publisher     = {Princeton University Press}, 
Year          = {1992}, 
Address       = {Princeton, New Jersey}, 
Edition       = {}}


@article
{DS:99, 
Author        = {Duffie, Darrel and Singleton}, 
Title         = {Modeling Term Structures of Defaultable Bonds}, 
Journal       = {The Review of Financial Studies}, 
Year          = {1999}, 
Volume        = {12}, 
Pages         = {687--720}} 



@book
{Fama:76, 
Author        = {Fama, Eugene F.}, 
Title         = {Foundations of Finance}, 
Publisher     = {Basic Books}, 
Year          = {1976}, 
Address       = {New York}, 
Edition       = {}}


 
@article
{Franke:98, 
Author        = {Franke, Gnter}, 
Title         = {Transformation of Banks and Banks Services}, 
Journal       = {Journal of Institutional and Theoretical Economics}, 
Year          = {1998}, 
Volume        = {154}, 
Pages         = {109--133}} 


@book
{Fran/Hax:99,
author        = {Franke, G"unter and Hax, Herbert},
title         = {Finanzwirtschaft des {U}nternehmens und {K}apitalmarkt},
year          = {1999},
address       = {Berlin u.\,a.},
edition       = {4.},
publisher     = {Springer-Verlag}}
 

@incollection
{Franke:00a,
Author        = {Franke, G"unter}, 
Title         = {Kreditgesch"aft und Finanzm"arkte}, 
Booktitle     = {Geld-, Bank- und B"orsenwesen}, 
Publisher     = {Sch"afer-Poeschel}, 
Year          = {2000}, 
Address       = {Stuttgart},
Editor        = {von Hagen, J"urgen and von Stein, Johann Heinrich}, 
Volume        = {}, 
Edition       = {40.},
Pages         = {231--270}}
 

@incollection
{Franke:00b,
Author        = {Franke, G"unter}, 
Title         = {Risikomanagement mit Kreditderivaten}, 
Booktitle     = {Kreditderivate: Handbuch f"ur die Bank- und Anlagepraxis}, 
Publisher     = {Sch"afer-Poeschel}, 
Year          = {2000}, 
Address       = {Stuttgart},
Editor        = {Burghoff, Hans-Peter and Henke, Sabine and Sch"onbucher, Philip J. and 
Sommer, Daniel}, 
Volume        = {}, 
Edition       = {},
Pages         = {269--289}}


@article
{GKR:95, 
Author        = {Geman, H\'eleyette and El Karoui, Nicole and Rochet, Jean-Charles}, 
Title         = {Changes of Num\'eraire, Changes of Probability Measure 
and Option Pricing}, 
Journal       = {Journal of Applied Porbability}, 
Year          = {1995}, 
Volume        = {32}, 
Pages         = {443--458}} 

@book
{Harrison:85, 
Author        = {Harrison, Michael J.}, 
Title         = {Brownian Motion and Stochastic Flow Systems}, 
Year          = {1985}, 
Address       = {New York},
edition       = {},
Publisher     = {John Wiley & Sons}}


@article
{Hartmann-Wendels:89, 
Author        = {Hartmann-Wendels, Thomas}, 
Title         = {Principal-{A}gent-{T}heorie und asymmetrische
{I}nformatiosverteilung}, 
Journal       = {Zeitschrift f"ur Betriebswirtschaft}, 
Year          = {1989}, 
Volume        = {59}, 
Number        = {7}, 
Pages         = {714--734}, 
Publisher     = {Gabler-Verlag}}


@book
{Hartmann-Wendels/Pfingsten/Weber:00, 
Author        = {Hartmann-Wendels, Thomas and Pfingsten, 
Andreas and Weber, Martin}, 
Title         = {Bankbetriebslehre}, 
Year          = {2000}, 
Address       = {Berlin u.\,a. },
edition       = {2.},
Publisher     = {Springer-Verlag}}


@article
{HJM:90, 
Author        = {Heath, David and Jarrow, Robert and Morton, Andrew }, 
Title         = {Bond Pricing and the Term Structure of Interest Rates: A Discrete Time 
Approximation}, 
Journal       = {Journal of Financial and Quantitative Analysis}, 
Year          = {1990}, 
Volume        = {25}, 
Pages         = {419--440}} 


@article
{HJM:92, 
Author        = {Heath, David and Jarrow, Robert and Morton, Andrew }, 
Title         = {Bond Pricing and the Term Structure of Interest Rates: A New Methodology 
for contingent claims valuation}, 
Journal       = {Econometrica}, 
Year          = {1992}, 
Volume        = {60}, 
Pages         = {77--105}} 


@article
{Hellwig:98a, 
Author        = {Hellwig, Martin}, 
Title         = {Banks, Markets and the Allocation of Risks in an Economy}, 
Journal       = {Journal of Institutional and Theoretical Economics}, 
Year          = {1998}, 
Volume        = {154}, 
Pages         = {328--345}} 


@incollection
{Hellwig:98b,
Author        = {Hellwig, Martin}, 
Title         = {Systemische Risiken im Finanzsektor},
Booktitle     = {Finanzm"arkte im Spannungsfeld von Globalisierung, Regulierung und Geldpolitik}, 
Publisher     = {Verein f"ur Sozialpolitik}, 
Year          = {1998}, 
Address       = {Berlin},
Editor        = {Duwendag, Dieter}, 
Volume        = {261}, 
Edition       = {},
Pages         = {123-151}}


@article
{Ho/Lee:86, 
Author        = {Ho, Thomas S.Y. and Lee, Sang-Bin}, 
Title         = {Term Structure Movements and Pricing 
interest contingent claims}, 
Journal       = {The Journal of Finance}, 
Year          = {1986}, 
Volume        = {41}, 
Pages         = {1011--1029}} 


@article
{Hull/White:94, 
Author        = {Hull, John and White, Alan }, 
Title         = {Numerical Procedures for Implementing 
Term Structure Models I: Single-factor Models}, 
Journal       = {The Journal of Derivatives}, 
Year          = {1994}, 
Volume        = {2}, 
Pages         = {7--16}} 


@book
{Ingersoll:87, 
Author        = {Ingersoll, Jonathan E.}, 
Title         = {Theory of Financial Decision Making}, 
Publisher     = {Rowman \& Littlefield}, 
Year          = {1987}, 
Address       = {Totowa, New Jersey}, 
Edition       = {}}


@article
{JT:95, 
Author        = {Jarrow, Robert and Turnbull, Stuart}, 
Title         = {Pricing Derivatives on Financial Securities Subject to Credit Risk}, 
Journal       = {The Journal of Finance}, 
Year          = {1995}, 
Volume        = {50}, 
Pages         = {53--85}}  


@article
{JT:00, 
Author        = {Jarrow, Robert and Turnbull, Stuart}, 
Title         = {The Intersection of Market and Credit Risk}, 
Journal       = {Journal of Banking and Finance}, 
Year          = {2000}, 
Volume        = {24}, 
Pages         = {271--299}}  


@article
{Jensen:69, 
Author        = {Jensen, Michael C.}, 
Title         = {Risk, the Pricing of Capital Assets, and the Evaluation of
                 Investment Portfolios}, 
Journal       = {The Journal of Business}, 
Year          = {1969}, 
Volume        = {42}, 
Pages         = {167--247}}  


@article
{Jens/Meck:76, 
Author        = {Jensen, Michael C. and Meckling, William H.}, 
Title         = {Theory of the Firm: Managerial Behaviour, Agency Costs
and Ownership Structure}, 
Journal       = {Journal of Financial Economics}, 
Year          = {1976}, 
Volume        = {3}, 
Pages         = {305--360}, 
Publisher     = {North-Holland}}


@book
{Krengel:98, 
Author        = {Krengel, Ulrich}, 
Title         = {Einf"uhrung in die {W}ahrscheinlichkeitstheorie und
{S}tatistik}, 
Publisher     = {Vieweg}, 
Year          = {1998}, 
Address       = {Braunschweig}, 
Edition       = {4. Auflage}}


@book
{Lamb/Lap:96, 
Author        = {Lamberton, Damien and Lapeyre, Bernard }, 
Title         = {Introduction
to stochastic calculus applied to finance}, 
Publisher     = {Chapman \& Hall}, 
Year          = {1996}, 
Address       = {London}, 
Edition       = {}}


@article
{Leland:94, 
Author        = {Leland, Hayne E.}, 
Title         = {Corporate Debt Value, Bond Covenants, and Optimal Capital Structure}, 
Journal       = {The Journal of Finance}, 
Year          = {1994}, 
Volume        = {49}, 
Pages         = {1213--1252}}  


@article
{Leland/Toft:96, 
Author        = {Leland, Hayne E. and Toft, Klaus B.}, 
Title         = {Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads}, 
Journal       = {The Journal of Finance}, 
Year          = {1996}, 
Volume        = {51}, 
Pages         = {987--1019}}  


@article
{LS:95, 
Author        = {Longstaff, Francis A. and Schwartz, Eduardo S.}, 
Title         = {A Simple Approach to Valuing Risky Fixed and Floating Rate Debt}, 
Journal       = {The Journal of Finance}, 
Year          = {1995}, 
Volume        = {50}, 
Pages         = {789--819}}  


@book
{Levy/Sarn:77, 
Author        = {Levy, Haim and Sarnat, Marshall}, 
Title         = {Financial Decision Making under Uncertainty}, 
Publisher     = {Academic Press}, 
Year          = {1977}, 
Address       = {New York}, 
Edition       = {}}


@article
{Markowitz:52,
 author  = {Markowitz, Harry},
 title   = {Portfolio Selection},
 journal = {The Journal of Finance},
 year    = {1952},
 volume  = {7}, 
 number  = {1},
 pages   = {77--91}}
 

@article
{Merton:73a, 
Author        = {Merton, Robert C.}, 
Title         = {Theory of Rational Option Pricing}, 
Journal       = {Bell Journal of Economics and Management Science}, 
Year          = {1973}, 
Volume        = {4}, 
Pages         = {141--183}} 


@article
{Merton:73b, 
Author        = {Merton, Robert C.}, 
Title         = {An Intertemporal Capital Asset Pricing Model}, 
Journal       = {Econometrica}, 
Year          = {1973}, 
Volume        = {41}, 
Pages         = {867--887}} 


@article
{Merton:74, 
Author        = {Merton, Robert C.}, 
Title         = {On the Pricing of Corporate Debt: The Risk Structure of Interest Rates}, 
Journal       = {The Journal of Finance}, 
Year          = {1974}, 
Volume        = {29}, 
Pages         = {449--470}} 


@article
{Merton:77, 
Author        = {Merton, Robert C.}, 
Title         = {On the Pricing of Contingent Claims and the Modigliani-Miller Theorem}, 
Journal       = {Journal of Financial Economics}, 
Year          = {1977}, 
Volume        = {5}, 
Pages         = {241--249}} 


@article
{Merton:81, 
Author        = {Merton, Robert C.}, 
Title         = {On Market Timing and Investment Performance. I.
                 An Equilibrium Theory of Value for Market Forecasts}, 
Journal       = {The Journal of Business}, 
Year          = {1981}, 
Volume        = {54}, 
Pages         = {363--406}} 


@incollection
{Merton:82,
Author        = {Merton, Robert C.}, 
Title         = {On the microeconomic theory of investment under
uncertainty}, 
Booktitle     = {Handbook of Mathematical Economics}, 
Publisher     = {North-Holland Publishing Company}, 
Year          = {1982}, 
Address       = {*},
Editor        = {Arrow, K. J. and Intrilligator, M. D.}, 
Volume        = {2}, 
Pages         = {601--669}}


@book
{Merton:92, 
Author        = {Merton, Robert C.}, 
Title         = {Continous-Time Finance}, 
Publisher     = {Blackwell Publishers Inc.}, 
Year          = {1992}, 
Address       = {Cambridge}, 
Edition       = {}}


@incollection
{Mill/Scho:72,
Author        = {Miller, Merton H. and Scholes, Myron}, 
Title         = {Rates of Return in Relation to Risk: A Re-examination of Some Recent Findings}, 
Booktitle     = {Studies in the Theory of Capital Markets}, 
Publisher     = {Praeger}, 
Year          = {1972}, 
Address       = {New York},
Editor        = {Jensen, Michael C.}, 
Volume        = {}, 
Edition       = {},
Pages         = {47--78}}


@article
{Mill/Gehr:78, 
Author        = {Miller, Robert E. and Gehr, Adam K.}, 
Title         = {Sample Size Bias and Sharpe's Performance Measure:
                 A Note}, 
Journal       = {Journal of Financial and Quantitative Analysis}, 
Year          = {1978}, 
Volume        = {12}, 
Pages         = {943--946}} 


@article
{Modigliani/Miller:58, 
Author        = {Modigliani, Franco and Miller, Merton H.}, 
Title         = {The Cost of Capital, Corporation Finance, and the Theory of Investment}, 
Journal       = {American Econonmic Review}, 
Year          = {1958}, 
Volume        = {48}, 
Pages         = {261--297}} 



@book
{Nielsen:99, 
Author        = {Nielsen, Lars Tyge}, 
Title         = {Pricing and Hedging of Derivative Securities}, 
Publisher     = {Oxford 
University Press}, 
Year          = {1999}, 
Address       = {Oxford}, 
Edition       = {}}


@article
{Ross:73, 
Author        = {Ross, Stephen A.}, 
Title         = {The Economic Theory of Agency: The Principal's
Problem}, 
Journal       = {American Economic Association}, 
Year          = {1973}, 
Volume        = {63}, 
Number        = {2}, 
Pages         = {134-139}}


@article
{Ross:76, 
Author        = {Ross, Stephen A.}, 
Title         = {The Arbitrage Theory of Capital Asset Pricing}, 
Journal       = {Journal of Economic Theory}, 
Year          = {1976}, 
Volume        = {13}, 
Number        = {}, 
Pages         = {341--360}}

@incollection
{Ross:77,
Author        = {Ross, Stephen A.}, 
Title         = {Return, Risk, and Arbitrage}, 
Booktitle     = {Risk and Return in Finance}, 
Publisher     = {***}, 
Year          = {1977}, 
Address       = {Cambridge, Mass.},
Editor        = {Friend, Irwin and Bicksler James L.}, 
Volume        = {I}, 
Edition       = {},
Pages         = {189--218}}


@article
{Ross:78, 
Author        = {Ross, Stephen A.}, 
Title         = {A Simple Approach to the Valuation of Risky Streams}, 
Journal       = {The Journal of Business}, 
Year          = {1978}, 
Volume        = {51}, 
Number        = {}, 
Pages         = {453--475}}


@article
{Rubinstein:73, 
Author        = {Rubinstein, Mark E.}, 
Title         = {A Mean-Variance Synthesis of Corporate Financial
Theory}, 
Journal       = {The Journal of Finance}, 
Year          = {1973}, 
Volume        = {28}, 
Number        = {}, 
Pages         = {167--181}} 


@article
{Rubinstein:75, 
Author        = {Rubinstein, Mark E.}, 
Title         = {Securities Market Efficiency in an Arrow-Debreu Economy}, 
Journal       = {The American Economic Review}, 
Year          = {1975}, 
Volume        = {65}, 
Number        = {}, 
Pages         = {812--824}} 



@article
{STvD:95, 
Author        = {Shimko, D. and  Tejima, N. and van Deventer, D.}, 
Title         = {The Pricing of Risky Debt When Interest Rates Are Stochastic}, 
Journal       = {The Journal of Fixed Income}, 
Year          = {1993}, 
Volume        = {3}, 
Pages         = {58--65}}  



@book
{Saunders:99, 
 Author        = {Saunders, Anthony}, 
 Title         = {Credit Risk Measurement: New Approaches to Value at Risk and other Paradigms}, 
 Publisher     = {John Wiley \& Sons}, 
 Year          = {1999}, 
 Address       = {New York}, 
Edition       = {}}


@incollection
{Schulte-MatMeyer-Ram:00,
Author        = {Schulte-Mattler, Hermann and Meyer-Ramloch, Dorothea}, 
Title         = {Bankaufsichtrechtliche Behandlung von Kreditderivaten in Deutschland}, 
Booktitle     = {Kreditderivate: Handbuch f"ur die Bank- und Anlagepraxis}, 
Publisher     = {Sch"afer-Poeschel}, 
Year          = {2000}, 
Address       = {Stuttgart},
Editor        = {Burghoff, Hans-Peter and Henke, Sabine and Sch"onbucher, Philip J. and 
Sommer, Daniel}, 
Volume        = {}, 
Edition       = {},
Pages         = {441--466}}


@book
{Sharpe:70, 
 Author        = {Sharpe, William F.}, 
 Title         = {Portfolio Theory and Capital Markets}, 
 Publisher     = {*}, 
 Year          = {1970}, 
 Address       = {New York}, 
Edition       = {}}

 
@article
{Sharpe:94, 
Author        = {Sharpe, William F.}, 
Title         = {The Sharpe Ratio}, 
Journal       = {The Journal of Portfolio Management}, 
Year          = {1994}, 
Volume        = {20}, 
Pages         = {Fall, 7--19}}  


@Book
{Stap/Subr:80,
 author  = {Stapleton, Richard C. and Subrahmanyam, M. G.},
 title   = {Capital Market Equilibrium and Corporate Financial
 Decisions},
 year    = {1980},
 address = {Greenwich},
 publisher = {JAI Press}}
 
 
 @article
{Stap/Subr:83, 
 Author        = {Stapleton, Richard C. and Subrahmanyam, M. G.}, 
 Title         = {The Market Model and Capital Asset Pricing Theory}, 
 Journal       = {The Journal of Finance}, 
 Year          = {1983}, 
 Volume        = {38}, 
 Pages         = {1637--1642}} 
 
 
@article
{Stiglitz:74, 
Author        = {Stiglitz, Joseph E.}, 
Title         = {On the Irrelevance of Corporate Financial Policy}, 
Journal       = {The American Economic Review}, 
Year          = {1974}, 
Volume        = {64}, 
Pages         = {851--866}} 




