| Reference: | 中文部份
[1] 曹若玹，「可贖回雪球式商品的評價與避險」，國立政治大學，碩士論文，民國95年。
[2] Philippe Jorion著，風險值，黃達業、張容容譯，台灣金融研訓院。
英文部分
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[9] Musiela, Marek, Martingale methods in financial modelling, Berlin ; New York : Springer, c1997
[10] Piterbarg.V.V. “A Practioner’s Guide to Pricing and hedging Callable Libor Exotics in Forward Libor Models”,SSRN Working Paper,2003.
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[12] Piterbarg.V.V. “Pricing and Hedging Callable Libor Exotics in Forward Libor Models”, Journal of Computational Finance 8(2),p65-117,2004.
[13] Roberto,K. Structured products : a complete toolkit to face changing financial markets, John Wiley & Sons Ltd,2002.
[14] Rebonato, R. Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options, John Wiley & Sons Ltd., West Sussex,1999.
[15] Shreve, S. Stochastic Calculus for Finance II, Springer-Verlag, New York.,2004.
[16] Svoboda, S. Interest Rate Modelling, Palgrave Macmillan, New York,2004. |
