| 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
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信用連結債券，政大金融研究所碩士論文(民國94 年)
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區間型為例，政大金融研究所碩士論文(民國94 年)
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論文(民國95年）
英文部分
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9. Rebonato, R. (2002), Modern Pricing of Interest-Rate DerivativesL:The LIBOR Market Model and Beyond; Princeton University. Press, Princeton.
10. Shreve, S. (2004). Stochastic Calculus for Finance II, Springer-Verlag, New York.
11. Svoboda, S. (2004). Interest Rate Modelling , Palgrave Macmillan, New York.
12. Paolo, B. (2002), Numerical Methods in Finance: A MATLAB-Based Introduction
13. Musiela, M. and Rutkowski, M. (2002). Martingale Methods in Financial Modelling |
