| Reference: | 1、陳松男博士，金融工程學：金融商品創新選擇權理論，華泰出版社，民91
2、陳松男博士，結構型商品金融商品之設計及創新，新錄書局，民93
3、陳松男博士，選擇權與期貨 衍生性商品理論與實務，三民書局，民85
4、Hull , J., and A. White. “Pricing Interest Rate Derivative Securities.” Review of Financial Studies, 3, 4 (1990), pp.573-592.
5、Hull , J., and A. White. “Efficient Procedures for Valuing European and American Path-Dependent Derivatives.” Journal of Derivatives, 1, 1 (Fall 1993), pp.21-31.
6、Hull , J., and A. White. “Numerical Procedures for Implementing Term Structure Models I：Single-Factor Models.” Journal of Derivatives, 2, 1 (Fall 1994a), pp.7-16.
7、Hull , J., and A. White. “Using Hull-White Interest Rate Trees.” Journal of Derivatives, 3, 3 (Spring 1996), pp.26-36. |
