| Reference: | 一. 中文部份
1. 何澤蘭，" 台灣不動產抵押債權證券化之推行與評價 "，國立台灣大學財務金融研究所碩士論文，民國87年。
2. 高心怡，"結合Hull-White利率模型與PHM提前清償模型評價CMO利率衍生性商品"， 國立台灣大學財務金融研究所碩士論文，民國89年。
3. 紀如龍，" 資產證券化－兼論券商參與之影響 "，大華債券，民國90年
4. 廖咸興，"台灣執行抵押債權證券化相關課題"，金融機構債權證券化研討會，2000年10月7日。
5. 臧大年、謝勝哲、鄭惠佳，" 不動產抵押貸款債權證券化 "，翰蘆圖書出版有限公司，民國89年1月。
二. 英文部分
1. Akesson, Fredrik and John P. Lehoczky, Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities, Management Science, Vol. 46, No. 9, 2000, pp.1171-1187
2. Asay, Michalel R., Adjustable Rate Mortgages, Mortgage Banking, December 1984, pp. 61-72
3. Bartett, William W., Mortgage-Backed Securities : Products, Analysis, Trading, NYIF Corp., 1989
4. Boyle, Phelim P., Valuing Canadian Mortgage-Backed Securities, Financial Analysts Journal, May-June 1989, pp. 55-60
5. Cummings, Jean and Denise DiPasquale, A Primer on The Secondary Mortgage Market, National Community Development Iniative Meetings, New York，NY, June 1997, pp. 1-10
6. Davidson, Andrew S. and Michael D. Herskovitz, Mortgage-Backed Securities, Probus Publishing Company, 1994
7. Dharan, Venkat G., Pricing Path-Dependent Interest Rate Contingent Claims Using A Lattice, The Journal of Fixed Income, March 1997, pp. 40-49
8. Fabozzi, F.J., Fixed Income Mathematics, IRWIN, 1993
9. Fabozzi, F.J., The Handbook of Mortgage-Backed Securities, McGraw-Hill, 1995
10. Fabozzi, F.J., Valuation of fixed income securities and deratives, published by Frank J. Fabozzi Association, 1995
11. Fabozzi, F.J., Advances in Fixed Income Valuation Modeling and Risk Management, published by Frank J. Fabozzi Association, 1997
12. Goodman, Laurie and Jeffrey Ho, Valuing The Call Option on A Callable Pass-Through, The Journal of Fixed Income, March 1997,pp. 34-39
13. Hayre, Lakhbir S., Sharad Chaudhary and Robert A. Young, Anatomy of Prepayments, The Journal of Fixed Income, June 2000, pp. 19-49
14. Huang, Charles and Warren Xia, Modeling ARM Prepayments, Journal of fixed income, March 1996, pp. 31-44
15. Hu, Joseph and Jerry M. Dell`Isola, ARM Pricing Model, Mortgage Banking, June 1986, pp. 11-26
16. Hull, J.C., and A. White, Numerical Procedures for Implementing Term Structure Models I：Single-Factor Models, Journal of Derivative, Vol. 2, No.1, pp. 7-16, 1994
17. Kau, James B., Donald C. Keenan, Walter J. Muller, III, and James F. Epperson, The Valuation and Analysis of Adustable Rate Mortgages, Management Science, Vol. 36, No. 12, 1990, pp.1417-1431
18. Pavel, Christine A., Player and Pieces , Securitization, Chapter 2,pp. 21-40
19. Sanyal, Ani, Ammunition for ARMs：A Panel Data Approach to Preayment Modeling , Journal of fixed income, December 1994, pp.96-103 |
