| Reference: | 一、中文部分
1.廖柏媛，不動產抵押貸款證券化之分析與評價，國立政治大學金融系碩士論文，民國90年。
2.李俊瑞，可調整利率房貸不動產抵押證券之評價—考慮違約、重新融資與Burnout Effect之提前償還模型，國立政治大學金融系碩士論文，民國91年。
3.黃至民，利率可調整之不動產抵押貸款證券之評價與分析— CIR利率模型與邏輯斯蹄提前還本模型之結合，國立台灣大學財務金融系碩士論文，民國91年。
二、英文部分
1.Kariya, T., and M. Kobayashi. (2000), “Pricing Mortgage-Backed Securities (MBS) - A Model Describing the Burnout Effect.” Asian Pacific Markets 7, 189-204.
2.Kau, J. B., D. C. Keenan, W. J. Muller III, and J. F. Epperson. (1990), “The Valuation and Analysis of Adjustable Rate Mortgages.” Management Science, Vol.36, No.12, 1417-1431.
3.Kau, J. B., D. C. Keenan, W. J. Muller III, and J. F. Epperson. (1992), “The Generalized Valuation Model for Fixed-Rate Residential Mortgages.” The Journal of Money, Credit, and Banking, Vol.24, No.3, 279-299.
4.Kau, J. B., D. C. Keenan, W. J. Muller III, and J. F. Epperson. (1993), “Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed- Rate Mortgages.” The Journal of Business, 595-618.
5.Kariya, T., F. Ushiyama, and S. R. Pliska. (2002), “A 3-factor Valuation Model for Mortgage-Backed Securities(MBS)” Working paper.
6.Schwartz, E. S., and W. N. Torous. (1992), “Prepayment, Default, and the Valuation of Mortgage Pass- Through Securities.” The Journal of Business, 221-239. |
