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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89582


    Title: 金融證券訂價模型──不動產抵押擔保證券之研究
    Authors: 賀蘭芝
    Contributors: 胡聯國
    賀蘭芝
    Date: 1990
    1990
    Issue Date: 2016-05-02 17:00:27 (UTC+8)
    Reference: 參考文獻
    一、中文部份
    1.翁世澤，"金融證券化問題淺說"，台北市銀月刊，第十八卷第八期，民國七十八年六月。
    2.賴朝明，"美國之金融證券化綜合介述"，台北市銀月刊，第十九卷第七期，民國七十七年七月。
    3.羅明聰譯，"工商業貸款之前瞻--證券化"，台北市銀月刊，第二十卷第十期，民國七十八年十月。
    4.--------，"資產證券化資產擔保證券(ABCs)"，台北市銀月刊，第二十一卷第一期，民國七十九年一月。
    5.羅明聰，"信用證券化概說"，台北市銀月刊，第二十一卷第九期，民國七十九年九月。
    6.朱瑞驍、羅明聰，"我國發展抵押擔保債權證券化之研究"，台北市銀月刊，第二十二卷第三期，民國八十年三月。
    7.松井和夫原著，翁世澤、李儀坤合譯，金融證券化，台北市銀行經濟研究室印行，民國七十七年十月。
    8.黃建森、羅明聰，金融證券化問題之研究，台北市銀行經濟研究室印行，民國七十八年六月。
    9.鄭正敏，"淺談銀行信託投資業務"，台北市銀月刊，第十九卷第五期，民國七十七年五月。
    10.劉其昌，"銀行法部份修正條文評析"，台北市銀月刊，第二十卷第九期，民國七十八年九月。

    二、英文部份
    1. Andrea J. Heuson. 1987. "Prepayment Expectations and the Pricing of GNMA Pass-Through Securities". Housing FinanceReview 6. 279-290.
    2.Anthony J. Curley and Jack M. Guttentag. May 1977. "Value and Yield Risk on Outstanding Insured Residential Mortgages". The Journal of Finance. Vol.XXXII. No.2. 403-416.
    3.Christine A. Pavel. 1989. Securitization.Chicago. Illinois:Probus Publishing Company.
    4.David P. Jacob and Alden L. Toevs. 1988. "New Valuation and Price Sensitivity Models for Mortgage-Backed Securities" . Housing Finance Review 7. 47-78.
    5.Eduardo S. Schwartz and Walter N. Torous. June 1989. "Prepayment and the Valuation of Mortgage-Backed Securities" .The Journal of Finance.Vol.XLIV. No.2. 375-392.
    6.Frank J. Fabozzi and Irving M. Pollack. ed. 1987. The Handbook of Fixed Income Securities.Second Edition. Homewood. Illinois: Dow Jones-Irwin. Ch15 -16.
    7.Frank J. Fabozzi. ed. 1988. The Handbook of Mortgage-backed Securities. Revised Edition.Chicago. Illinois: Probus Publishing Company.
    8.Jerry Green and John B. Shoven. February 1986." The Effects of Interest Rates on Mortgage Prepayments". Journal of Money. Credit. And Banking. Vol.18. No.1. 41-59.
    9.Jonathan E. Ingersoll. 1987. Theory of Financial Decision Making. Ch16-18. (Rowman & Littlefield)
    10.Kenneth B. Dunn and John J. McConnell. May 1981. " A Comparison of Alternative Models for Pricing GNMA Mortgage-Backed Securities ". The Journal of Finance. Vol.XXXVI. No.2. 471-487.
    11.Kenneth B. Dunn and John J. McConnell. June 1981 . "Valuation of GNMA Mortgage-Backed Securities". The Journal of Finance. Vol.XXXVI.No.3. 599-616.
    12.Krishna Ramaswamy and Suresh M. Sundaresan.1986. " The Valuation of Floating-Rate Instruments".Journal of FinancialEconomics 17. 251-272.
    13.Lakhbir S. Hayre. Summer 1990. " Understanding Option Adjusted Spreads and their Use " . The Journal of Portfolio Management. 68-69.
    14.Michael D. Herskovitz. 1989." A New Look at MBS Option Adjusted Spreads" Housing Finance Review 8. 43-61.
    15.Michael J. Brennan and Eduardo S. Schwartz.1979. "A Continuous Time Approach to the Pricing of Bonds". Journal of Banking and Finance 3. 133-155.
    16.Michael J. Brennan and Eduardo S. Schwartz.1977. " Savings Bonds. Retractable Bonds and Callable Bonds". Journal of Financial Economics 5. 67-88.
    17.Michael R. Asay and Timothy D. Sears. 1989." Stripped Mortgage-Backed Securities Part I:Basic Concepts and Pricing Theory ". Housing Finance Review 8. 199-232.
    18.Peter M. Zorn and Michael J. Lea. 1989. "Mortgage Borrower Repayment Behavior : A Microeconomic Analysis with Canadian Adjustable Rate Mortgage Data". AREUEA Journal. Vol.17. No.1.118-136.
    19.Paul G. Hoel. Sidney C. Port and Charles J. Stone. 1972. Introduction to Stochastic Process.(Houghton Mifflin Company)
    20.Phelim P. Boyle. May-June 1989. "Valuing Canadian Mortgage-Backed Securities" Financial Analysts Journal. 55-60.
    21.Sean Becketti. May 1988. "The Role of Stripped Securities In Portfolio Management" . Economic Review. 245-256.
    22.Sean Becketti. February 1989. "The Prepayment Risk of Mortgage Backed Securities" . Economic Review. 43-57.
    23.Upinder S. Dhillon. James D. Shilling and Clemon F. Sirmans. April 1990. "The Mortgage Maturity Decision: The Choice between 15-year and 30-year FRMs". Southern Economic Journal.Vol.56. No.4. 1103-1116.
    24.Wai K. Leung and C. F. Sirmans. 1990. "A Lattice Approach to Pricing Fixed-Rate Mortgages with Default and Prepayment Options " AREUEA Journal. Vol.18. No.1. 91-104.
    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004974
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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