| Reference: | 參考書目
中文部分
1.沈森永撰，可轉換公司債之評價，台北:台灣工業技術學院工程技術研究所未出版論文，民國七十七年五月。
2.吳漢雄著，微分方程式與解析，台北:全華科技圖書公司，民國七十一年初版。
3.林炯垚著，財務管理理論與實務，台北華泰書局，民國七十九年初版。
4.林茂文著，時間數列分析與預測，台北:華泰書局，民國七十五年再版。
5.施文森編，保險法立法原則之探討，台北:三民書局，民國七十八年初版。
6.施文森著，保險法論文第二集，台北:三民書局，民國七十四年增訂三版。
7.保險年鑑，中央再保險公司、台北市產物保險商業同業公會，台北市人壽保險商業同業公會及財團法人保險事業發展中心共同編印。
8.袁宗蔚著，保險學，台北:三民書局，民國七十五年廿六版。
9.陳錄山著，微分方程及邊界值問題，台北:美亞書局，民國六十二年初版。
10.黃耀權著，「股票選擇權交易(Option)」，台灣證券季刊，民國75年10月。
11.飛田武幸著，蔡聰明譯，布朗運動論，台北:曉園書局，民國七十六年初版。
12.陽肇昌著，保險之運用經營與管理，台中:逢甲大學銀保學會，民國七十六年出版。
13.鄒政下著，保險會計概要，台北:保險事業發展中心，民國七十七年再版。
14.楊維哲著，機率論，台北:正中書局，民國六十九年初版。
15.鄭濟世著，保險業之監督與管理，台北:保險事業發展中心，民國七十六年出版。
16.謝安田著，企業研究方法，台北自印，民國七十二年出版。
17.顏月珠著，商用統計學，台北:三民書局，民國七十七年修訂四版。
英文部分:
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14.Cox, John C. ,and Mark Rubinstein,Options Market, Englewood Cliffs; N.J.: Prentice-Hall, 1985。
15.Crow , Edwin L., and Kunio Shimizu, Lognormal Distribution Theory and Applications ,N.Y.: Marcel Dekker, 1988。
16. Doherty , N., and J. Garven, . Price Regulation in Property-Liability Insurance: A Contingent-Claims Approachh .Journal of Finance,Dec.1986;PP.1031~1050。
17.Fama , Eugen F. , Foundation of Finance, N.Y.,Basic Book, 1976。
18. Friedman , A., Stochastic Differential Equations and Applications,N.Y.: Academic Press, 1975。
19.Galai, Dan, and Ronald W. Masulis, "The Option Pricing Model and the Risk Factor of Stock". Journal of Financial Economics 3, 1976: PP.53~81。
20. Gatto , Mary Ann , Robert Geske, Robert Litzen-berger, and Howard Sosin , "Mutual Fund Insurance", Journal of Financial Economics 8 , 1980; PP.283l~317。
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22. _________. The Valuation of Compound options" .Journal of Financial Economics 7, 1979b; PP.63~81。
23.__________ . "A Note on an Analytical Valuation Formula for Unprotected American Call Options on Stocks with Known Dividends".Journal of Financial Economics 7, 1979c; PP.375~380 。
24.Hammer,Jerry A., " On Biases Reported in Studies of the Black-Scholes Option Pricing Model".Journal of Economics and Business,May 1989; PP.153~169。
25. Hossack , I.B., J.H . Pollard, and B.Zehnwirth, Introductory Statistics with Application in General Insurance(N.Y.: Cambridge Univesity Press); 1983 。
26.Hull, Cynthia Van, "Option Pricing Method: An overview". Insurance Mathematics and Economics 7.1988; PP.139~152。
27.Hull,J., and A. Vhite, "The Pricing Options on Assets with Stochastic Volatilities". Journal of Finance, June 1987; PP.281~299。
28. Ikeda,Nobuyuki, and Shinzo Yatanable,Stochastic Differential Equation and Diffusion Process; N. Y.: North-Holland Publishing; 1981。
29.Jensen , Michael C., and C.Y. Smith Jr., The Modern Theory of Corporate Finance, 台北: 雙葉書局翻印, 1984。
30. Johnson, H, "Options on the Maximum or the Minimum of Serveral Assets" . Journal of Financial and Quantitative Analysis, Sep. 1987; PP.211~283。
31.Johnson. H. and D. Shanno, "Option Pricing when the Variance is Changing. " Journal of Financial and Quantitative Analysis 2, 1987; PP.143~151。
32. Johnson, H. and R. Stulz, "The Pricing of Options with Default Risk". Journal of Finance, June 1987; PP.267~279。
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36.Lorie. James H ., and Mary T. Hamilton, The Stock Market: Theories and Evidence, 台北: 華泰書局翻印, 1985。
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40. ________. "On the Pricing of Contigent Claims and the Modigliani-Miller Theorem". Journal of Financial Economics 5, 1911; PP.241~249。
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43.Perrakis, S., and P. Ryan,"Option Pricing Bounds in Discrete Time"。Journal of Finance, June 1984, PP. 519~521。
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