| Reference: | 中文部份：
1.陳松男，金融工程學-金融商品創新與選擇權理論，新陸書局，民國91年
2.陳松男，利率金融工程學-理論模型及實務應用，新陸書局，民國95年
3.陳松男，結構型金融商品之設計及創新，新陸書局，民國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，民國94年1月初版
5.張嘉云，結構型商品之評價與分析-以美元區間保本票券及信用連結暨通貨膨脹連動票券為例，政大金融研究所碩士論文(民國94年)
6.莊筑豐，連動式債券設計個案研究-固定期限交換利率利差連動與信用連結債券，政大金融研究所碩士論文(民國94年)
英文部分：
1.Brigo,D., and F. Mercurio. 2001. Interest Rate Models：Theory and Practice. New York：Springer-Verlag.
2.Hull, J. and A. White. 1996. Hull-White On Derivatives. London：Risk Publications.
3.Hull, J. and A. White. 1994. “Numerical Procedures for Implementing Term Structure Models : Single-Factor Models.” Journal of Derivatives (Fall, 1994), pp. 7-16.
4.Longstaff, F.A. and E.S. Schwartz. 2001. “Valuing American Options by Simulation: a Simple Least-Squares Approach.” Review of Financial Studies (Spring, 2001), pp. 113-147
5.Paolo, B. 2002. Numerical Methods in Finance: A MATLAB-Based Introduction. New York：John Wiley & Sons, Inc.
6.Pelsser, A. and T. Vorst. 1994. “The Binomial Model and The Greeks.” Journal of Derivatives (Spring, 1994), pp. 45-49.
7.Rebonato, R. 2002. Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond. UK：Princeton University Press.
8.Ritchken, P. 1995. “On Pricing Barrier Options.” Journal of Derivatives (Winter, 199), pp. 19-28.
9.Weigel, P. 2004. “Optimal Calibration of LIBOR Market Models to Correlations.” Journal of Derivatives (Winter, 2004), pp. 43-50. |
