| Reference: | 中文文獻
[1]陳國榮、葉仕國(1999) 以Hull and White利率模型評價可轉換公司債
[2]曾右仲(2009) 利用三因子樹狀模型評價可轉換公司債
[3]劉育廷(2010) 結合結構式模型及縮減式模型評價可轉換公司債
[4]倪健翔(2013) 利用結構式模型來評價可轉換公司債
英文文獻
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[5] Damiano Brigo and Fabio Mercurio（2006）: “Interest rate models: theory and practice, Springer Verlag New”
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[7] Hull, J.(2006) Options, Futures, and Other Derivatives 6Th. Englewood Cliffs, NJ Prentice-Hall.
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[10] Kunitomo, N. and Ikeda, M. (1991) “Pricing Option with Curve Boundaries.”, working paper
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[12] Thomas S. Y. Ho and Sang-Bin Lee（1986）:Term Structure Movements and Pricing Interest Rate Contingent Claims. The Journal of Finance, Vol. 41, No. 5. (Dec., 1986), pp. 1011-1029.
[13] Das & Hanouna (2009) “Implied recovery”, 5-6. |
