| Reference: | [中文部分]
[1] 王銘杰，跨通貨股酬交換及交換選擇權之評價，中山大學財務管理研究所博士論文，2000
[2] 江怡蒨，無匯率風險下跨通貨股酬交換之評價，政治大學國際貿易研究所博士論文，1999
[3] 楊孝雰，固定匯率下跨國股酬交換之評價，中央大學財務管理研究所碩士論文，2000
[4] 廖四郎、王銘杰、徐守德，『股酬交換的一般化評價模式』，亞太經濟管理評論，第四卷，第一期，2000年9月，pp.73-95
[5] 廖四郎，『從Black-Scholes模型分析論數理財務模型之發展』，亞太經濟管理評論，第二卷，第一期，1998年9月，pp. 97-123
[英文部分]
[1] Amin, K. I. and J. N. Bodurtha, Jr., ”Discrete-Time Valuation of American Options with Stochastic Interest Rates”, Review of Financial Studies, Spring 1995,Vol.8, No.1, pp.193-234
[2] Chance, D. M. and Rich, D., “The Pricing of Equity Swaps and Swaptions”, Journal of Derivatives, Summer 1998, pp. 19-31
[3] Chang, Chung, and Yu, ” Valuation and Hedging of Differential Swaps in a General Form”, working paper, 1998
[4] Elliott, R. J. and Kopp,P.E., Mathematics of Financial Market, Springer, 1998
[5] Heath, D., Jarrow, R., and Morton A., ” Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation”, Econometrica, 1992, pp. 77-105
[6] Jarrow, R. and Turnbull, S., Derivative Securities, Cincinasti: South-Western College publishing, 1996
[7] Joel Chernoff, ”2 funds do direct equity swap”, Pension&Inverestments, Feb 23, 1998
[8] Lin, W. T., ” Pricing Equity Swaps”, Journal of Financial Studies, Vol. 5, No. 1, July 1997, pp. 43-72
[9] Marshall, T. E., E. Sorensen, and A. Tucker, “Equity Derivatives: The Plain Vanilla Equity Swap and its Variants”, Journal of Financial Engineering, 1992, pp. 219-241
[10] Musiela, M. and Rutkowski, M., Martingale Method in Financial Modeling, Springer, 1997
[11] Paul Bolster, Don Chance, and Don Rich, “Executive Equity Swaps and Corporate Insider Holding”, Financial Management, Vol. 25, No. 2, Summer1996, pp. 14-24
[12] Rich, D. “The Mathematical Foundations of Barrier Option Pricing Theory”, Advances in Futures and Options Research, 1994, pp. 267-311
[13] San-Lin Chung, ” Pricing Equity Swaps: A Comment”, Journal of Financial Studies, Vol. 6, No. 3, January 1999, pp. 63-68
[14] Wei, J. Z., ” Valuation Differential Swaps”, Journal of Derivatives, Spring 1994, pp. 64-76 |
