| Reference: | 中文部份：
1.陳松男，選擇權與期貨：衍生性商品理論與實務，新陸書局，民85。
2.陳松男，金融工程學：金融商品創新與選擇權理論，華泰書局，民91。
3.陳松男，結構型金融商品之設計及創新一，新陸書局，93年1月初版
4.陳松男，結構型金融商品之設計及創新二，新陸書局，94年1月初版
5.陳威光，選擇權理論實務與應用，智勝出版社，民90。
6.陳威光，新金融商品個案集I，智勝出版社，民92。
英文部份：
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16. Kijima, M., and K. Komoribayashi. (1998). “A Markov Chain Model for Valuing Credit Risk Derivatives,” Journal of Derivatives 6, Fall, 97–108.
17. Kijima, M., H. Li, and M. Shaked. (2000). “Stochastic Processes in Reliability.” In C. R. Rao and D. N. Shanbhag (eds.), Stochastic Processes: Theory and Methods.
18. Kijima, M., and Y. Muromachi. (2000). “Credit Events and the Valuation of Credit Derivatives of Basket Type,” Review of Derivatives Research 4, 53–77.
19. Kijima, M. (2000). “Valuation of a Credit Swap of the Basket Type,” Review of Derivatives Research 4, 79–95. |
