| 參考文獻: | 中文部分：
王祥帆，百慕達式利率交換選擇權，政大金融研究所碩士論文（2005年）
陳松男，利率金融工程學，新陸書局（2006年）
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（2005年）
莊筑豐，連動式債券設計個案研究－固定期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（2005年）
英文部分：
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Glasserman, P. and X. Zhao，1999，”Fast Greeks by Simulation in Forward LIBOR Models”，Journal of Computational Finance, Volume 3/Number 1, Fall 1999
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Hull, J. and A. White，2000，”Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model”，the Journal of Fixed Income, September 2000 , 46-62
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Piterbarg, V. V. ，2003，”A Practitioner’s Guide to Pricing and Hedging Callable Exotics in Forward LIBOR Models”，Working paper
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Zhou, F. ，2003，”Black Smirks”，Risk, May 2003, 87-91 |
