| Reference: | 歷史文獻回顧部分
C. Baubonis, G. Gastineau and D. Prucell (1993): " The Banker`s Guide to Equity-Linked Certificates of Deposits ", J. Derivatives,winter 1993, p87-95
Enrique R. Arzac, "PERCS, DECS and Other Mandatory Convertibles ", The New Corporate Finance: Where Theory Meets Practice,p374-383
K. C. Chen and R. Stephen Sears (1990): " Pricing the SPIN ", Financial Management, summer 1990, p36-47
M. J. Brennan and E. S. Schwartz (1988): " Time-Invariant Portfolio Insurance Strategies ", J. Finance, v43 n2 1988, p283-299
J. D. Finnerty (1993): " Interpreting SIGNs ", Financial Management, summer 1993, p34-47
Eric Reiner (1992): "Quanto Mechanics ", From Black-Scholes to Black Holes, p147-151, Risk Magazine Ltd.
張文毅 (民國88年): "股價連動債券上市交易之可行性探討"
薛立言、黃共揚 (民國88年): "股價指數連動債券的設計與評價 ", 大華債券期刊第一期, p14-29
周行一、陳威光、江明鐘(民國88年): "怡富日本美元還本收益基金的設計與行銷之個案研究", 政大商學院服務管個案集, p8-33
陳威光、陶永青 (民國89年): "花旗銀行投資型外幣存款個案"
評價模型研究部分
Martin Baxter and Andrew Rennie (1996): Financial Calculus - A Introduction to derivative pricing, Ch 3 , Cambridge University Press.
Eric Reiner (1992): "Quanto Mechanics ", From Black-Scholes to Black Holes, p147-151, Risk Magazine Ltd.
Mark Rubinstein (1991): "One for Another ", From Black-Scholes to Black Holes, p191-194, Risk Magazine Ltd.
K. Ravindran (1993): " Low-fat Spreads ", Over the Rainbow, p141-142, Risk Publication
J. C. Hull (1997): Options. Futures, and Other Derivatives, 3ed, Ch 14, Ch 18, Prentice-Hall, Inc..
黃俊銘編譯 (民國87年) ( G. Linfield and J.Penny原著 ), 數值方法-使用MATLAB程式語言, 全華科技圖書股份有限公司 |
