Reference: | 1.陳松男博士:”金融工程學:金融商品創新選擇權理論”,華泰文化,91年1月初版 2.陳松男博士:"結構型金融商品之設計與創新",新陸書局,93年1月初版 3.陳威光博士:”選擇權---理論、實務與應用,智勝文化,90年1月初版 4.顏含容:”價差型保本票券及最小值保息連動債券之設計與分析”,國立政治大學金融所碩士論文,民國92年 5.陳彥禎:”路徑相依及報償修改型利率連動債券之設計及分析”,國立政治大學金融所碩士論文,民國92年 6.吳香瑩:”逆浮動Libor利率連動債券評價與避險”,國立政治大學金融所碩士論文,民國92年 7.Hull , J., and A. White. “Pricing Interest Rate Derivative Securities.” Review of Financial Studies, 3, 4 (1990), pp.573-592. 8.Hull , J., and A. White. “Efficient Procedures for Valuing European and American Path-Dependent Derivatives.” Journal of Derivatives, 1, 1 (Fall 1993), pp.21-31. 9.Hull , J., and A. White. “Numerical Procedures for Implementing Term Structure Models I:Single-Factor Models.” Journal of Derivatives, 2, 1 (Fall 1994a), pp.7-16. 10.Hull , J., and A. White. “Using Hull-White Interest Rate Trees.” Journal of Derivatives, 3, 3 (Spring 1996), pp.26-36. 11.Margrabe, M., “The Value of An Option to Exchange One Asset For Another,” Journal of Finance, Vol. XXXIII, No. 1, March 1978. 12.Stulz, R., “Options on the Minimum or the Maximum of Two Risk Assets: Analysis and Applications,” Journal of Financial Economics, 10 (July 1982, 162-182) |