| Reference: | 中文部分：
1.陳松男（民94）：金融工程學－金融商品創新與選擇權理論，新陸書局
2.陳松男（民93）：結構型金融商品之設計及創新，新陸書局
3.陳松男（民94）：結構型金融商品之設計及創新（二），新陸書局
4.陳威光（民91）：選擇權－理論‧實務與應用，智勝出版社
5.謝嫚琦（民93）：結構型債券之評價與分析，國立政治大學金融研究所碩士論文
6.李映瑾（民94）：結構型商品之評價與分析－每日計息雙區間連動及匯率連動債券，國立政治大學金融研究所碩士論文
英文部分：
1.Boyle, P.P. (1998): “An Explicit Finite Difference Approach to The Pricing of Barrier Options”, Applied Mathematical Finance, 5 (1998), pp. 17-43
2.Boyle, P.P. and Lau S.H. (1994): “Bumping Up Against The Barrier with The Binomial Method”, Journal of Derivatives, 1 (1994), pp. 6-14
3.Boyle, P.P. (1977): “Options: A Monte Carlo Approach”, Journal of Financial Economics, 4 (1977), pp. 323-338
4.Brandimarte, P. (2002): Numerical Methods in Finance: A MATLAB-Based Introduction, John Wiley & Sons, Inc. , New York
5.Broadie, M., Glasserman, P. and Kou, S. (1997): “A Continuity Correction for Discrete Barrier Options”, Mathematical Finance, 7 (1997), pp. 325-349
6.Cao, G. and MacLeod, R. (2005): “Pricing Exotic Barrier Options with Finite Differences”, SSRN Working Paper Series
7.Carr, P., Ellis, K. and Gupta, V. (1998): “Static Hedging of Exotic Options”, The Journal of Finance, 53, No.3 (Jun., 1998), pp. 1165-1190
8.Cheuk, T.H.F. and Vorst, T.C.F. (1994): “Real-Life Barrier Options”, Unpublished manuscript, Erasmus University, Rotterdam, Netherlands
9.Cox, J.C., Ross, S.A. and Rubinstein, M. (1979): “Option Pricing: A Simplified Approach”, Journal of Financial Economics, 7 (1979), pp. 229-264
10.Espen Gaardder, H. (1998): The Complete Guide to Option Pricing Formulas, McGraw-Hill, New York
11.Fries, P.C. (2007): Mathematical Finance: Theory, Modeling, Implementation, John Wiley & Sons, Inc. , New York
12.German, H. and Yor, M. (1996): ”Pricing and Hedging Double Barrier Options: A Probabilistic Approach”, Mathematical Finance, 6 (1996), pp.365-378
13.Glasserman, P. (2003): Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability), Springer, New York
14.Kunitomo, N. and Ikeda, M. (1992): “Pricing Options with Curved Boundaries”, Mathematical Finance, 2 (1992), pp. 275-298
15.Li, Anlong (1999): “The Pricing of Double Barrier Options and Their Variations”, Advances in Futures and Options Research, 10 (1999), pp. 17-41
16.Merton, R.C. (1973): “Theory of Rational Option Pricing”, Bell Journal of Economics and Management Science, 4 (1973), pp. 141-183
17.Reiner, E. and Rubinstein, M. (1991): “Breaking Down the Barriers”, Risk Magazine, 4 (1991), pp. 28-35
18.Ritchken, P. (1995): “On Pricing Barrier Options”, Journal of Derivatives, 3 (1995), pp. 19-28
19.Ritchken, P. and Salkin, H. (1983): “Safety First Selection Techniques for Option Spread”, Journal of Portfolio Management, 9, pp. 61-67
20.Wilmott, P., Dewynne, J. and Howison, S. (1993): Option Pricing: Mathematical Models and Computation, Oxford Financial Press, Oxford
21.Wystup, U. (2007): FX Options and Structured Products, John Wiley & Sons, Inc., New York
22.Zvan, R., Forsyth, P. and Vertzal, K. (1998): “Robust Numerical Methods for PDE Models of Asian Options”, Journal of Computational Finance, 1(Winter) (1998), pp. 39-78 |
