| Reference: | 中文文獻
1. 陳松男，金融工程學：金融商品創新選擇權理論，華泰出版社，民91
2. 陳松男，選擇權與期貨 衍生性商品理論與實務，三民書局，民85
3. 陳威光，理論實務與應用，智勝文化事業公司出版，民90
4. 陳威光，新金融商品個案分析，智勝文化事業公司出版，民91
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英文文獻
1. Lee , Hangsuck, “Pricing Equity Indexed Annuities Embedded with Exotic Options”, Jan.2002.
2. Serena Tiong, “ Valuing Equity Indexed Annuities”, NAAJ, Ocb2000 ,Volume 4.
3. Hull, J.C., “Options, Futures, & Other Derivatives,”
Prentice-Hall, International, Inc., 2000.
4. Haug, E.G., “The Complete Guide To Option Pricing Formulas,” McGraw-Hill, 1997
5. Nelken, I., “The Handbook of Exotic Options,”Irwin, 1996
6. Elliott R.J. and Kopp P.E., “Mathematics of Financial Markets”, 1991,
7. Levy, E., “Pricing European Average Rate Currency Options,”
Journal of International Money and Finance, 1992, 11, October.
8. Ritchken, P., “On Pricing Barrier Options,” Journal of Derivatives, 1995, 3, Winter.
9 .Turnbull, S.M., “Interest Rate Digital Options and Range Notes,” Journal of Derivatives, 1995, 3, Fall |
