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    题名: 外匯期貨選擇權市場之效率性檢定
    作者: 林彩蕙
    LIN, CAI-HUI
    贡献者: 黃達業
    林彩蕙
    LIN, CAI-HUI
    日期: 1992
    1991
    上传时间: 2016-05-02 15:14:21 (UTC+8)
    參考文獻: 1.Wolf ` A ` "Fundamentals of Commodity Options on Futures" Journal of Futures Markets 2 (1982) : 391 - 408
    2.Ramaswamy , k. ` and S. Sundaresan， "The Valuation of Options onFutures Contract" Journal of Finance 40 (Dec 1985) : 1319 - 1340
    3.Brenner ` M. G. Courtadon ` and M. Subrahmanyam` "Options on the Spot and Option on Futures" Journal of Finance 40 (Dec 1985) : 1303 -1317
    4.Whaley R ` "Valuation of Americam Futures Options : Theory and Empirical Tests" Journal of Finance 41 ( Mar 1986) : 127 -150
    5.Robert E. Whaley "On Valuing American Futures Option" , Financial Analysis Journal (May - June 1986) : 49 - 58
    6.Ball C.and W. Torous. "Futures Options and the Volatility of Futures . Prices" `Journal of Finance 41 (Sep 1986) : 857 - 870
    7.Ogden J. and A. Tucker` "Empirical Tests of the Efficiency of the Currency Futures Options Market" `Journal of Futures Market 7 (Dec 1987) : 695 - 703
    8.Baily W. " An Empirical Investigation of the Market for Comex Gold Fu tures Options" Journal of Finance 42 ( Dec 1987) : 1187 - 1194
    9.Ogden J . and A. Tucker "The Relative Valuation of American Currency Spot and Futures Options: Theory and Empirical Tests" `Journal of Financial and Quan titative Analysis 23 ( Dec 1988) : 351 - 368
    10.Phelim P. Boyle` "The Quality and Timing Option in Futures Contracts" , The Journal of Finance (Mar 1989) : 101 – 113
    11.Richard A. Followill and Billy P. Helms` "Put - Call- Futures Parity and Arbitrage Opportunity in the Market for Options on Gold Futures Contracts" , The Journal of Futures Markets 10 (1990) : 339 – 352
    12.M. Asay` "A Note on the Design of Commodi ty Option Contracts" , Journal of Futures Markets 2 (Spring 1982) : 1 -7
    13.F . Black` "The Pricing of Commodity Contracts" , Journal of Financial Economics 3 (Jan - Mar 1976) : 167 - 179
    14.Geske--and H. E . Johnson` "The American Put Valued Analytically" , Journal of Finance 39 (Dec 1984) : 1511 - 1524
    15.Merville L. and J. Overdahl` "An Expirical Examination of the T - Bond Futures ( Call) Option Market under Conditions of Constant and Changing Variance Rates" . , Advances in Futures and Options Research 1 (1986) : 89 - 118
    16.Alan L. Tucker" Financial Futures Options` and Swaps" West Publishing Co. Ch . 13 " Ch .19
    17.DarrellDuffie` "Futures Market" ? 1989 Ch. 8
    18.Peter Ritchken` "Options Theory` Strategy` and Application"
    19.Copeland Weston` "Finance Theory and Corporate Policy" 3 rd. Ch.8
    20.Cornell and Reinganum` "Forward and Futures Prices: Evidence from the Foreign Exchange Markets" , Journal of -Finance (Dec 1981 ) : 1035 - 1046
    21. J .Orlin Grabbe "International Banking and Finance" , Ch .11
    22. Cox ` Ingersoll and Ross` "The Relation between Forward Price and Futures Price" Journal of Financial Economics 9` (1981) : 321 - 346
    23. Philippe J orion and Neal M . Stoughton` "An Empirical Investigation of the Early Exercise Premium of Foreign Currency Options" `The Journal of Futures Markets vol. 9 ` No.5 ( 1989) : 365 - 375
    24. Blomeyer and Boyd ` "Empirical Tests of Boundary Conditions for Options on Treasury Bond Futures Contracts" `The Journal of Futures Markets ` vo18` (1988) : 185 - 198
    25. Cornell and Reiganum` "Forward and Futures Prices: Evidence from Foreign Exchange ,Market` ,," Joural of Finance " 36` (1981) : 1035 -1045
    26. Kamara ` A. , " Issue in Futures Markets: A Surrey` "J ournal of Futures Markests ` 2` (1982) : 261 - 294
    27. Maurice.D. Levi` "International Finance" 2rd ` ch3 ... ch9
    28. Madura ` "International Financial Management" `2rd` ch3 ... ch4
    29. Shapiro ` "International Financial Management" `3rd` ch5
    30. Radcliffe` "Investment Concept` Analysis ` and Strategy" , 2rd ` ch15 ... ch16
    31. Bruno Solnik ` "International Investments" `ch8`" ch9

    中文部分：
    1.鄭適薰，”期貨市場特性與避險策略之研究—國際金融期貨之實證分析”，七十九年政大貿研所碩士論文。
    2.李存修，”指數期貨、指數期權與指數期貨選擇權”，未出版手稿。
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004607
    数据类型: thesis
    显示于类别:[國際經營與貿易學系 ] 學位論文

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