| 期刊論文1. | 廖四郎(19980900)。從Black-Scholes模型分析論數理財務模型之發展。亞太經濟管理評論,2(1),97-123。 延伸查詢![new window](/gs32/images/newin.png) | 2. | Amin, K. I.(1991)。On the Computation of Continuous Time Option Prices Using Discrete Approximations。Journal of Financial and Quantitative Analysis,26(4),477-495。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Amin, K. I.、Jarrow, R. A.(1991)。Pricing Foreign Currency Options under Stochastic Interest Rates。Journal of International Money and Finance,10(3),310-329。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Amin, K. I.、Bodurtha, J. N.(1995)。Discrete-time Valuation of American Options with Stochastic Interest Rate。Review of Financial Studies,8(1),193-234。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Chance, D. M.、Rich, D. R.(1998)。The Pricing of Equity Swaps and Swaptions。The Journal of Derivatives,5(4),19-31。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Chew, L.(1991)。Sex, Swaps and Arbitrage。Risk,4(6),1-15。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Chung, S. L.(1999)。Pricing Equity Swaps: A Comment。Journal of Financial Studies,6(3),63-68。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Dravid, A.、Richardson, M.、Sun, T. S.(1993)。Pricing Foreign Index Contingent Claims: An Application to Nikkei Index Warrants。Journal of Derivatives,1(2),33-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Harrion, J. M.、Kerps, D.(1979)。Martingales and Arbitrage in Multi-period Securities Markets。Journal of Economic Theory,20(3),381-408。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Harrion, J. M.、Pliska, S. R.(1981)。Martingales and Stochastic Integrals in the Theory of Continuous Trading。Stochastic Processes and Their Applications,11,215-260。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Lin, W.(1997)。Pricing Equity Swaps。Journal of Financial Studies,5(1),43-72。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Rich, D.(1995)。Note on the Valuation and Hedging of Equity Swaps。Journal of Financial Engineering,4(2),323-334。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Schroder, M.(1999)。Changes of Numeraire for Pricing Futures, Forward and Options。Review of Financial Studies,12(4),1143-1163。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Wei, J. Z.(1994)。Valuation Differential Swaps。Journal of Derivatives,2(2),64-76。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Heath, David C.、Jarrow, Robert A.、Morton, Andrew J.(1992)。Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation。Econometrica,60(1),77-105。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 會議論文1. | 江怡蓓(1998)。跨通貨股權互換之評價。第七届証券暨金融市場理論與實務研討,中山大學 。高雄。 延伸查詢![new window](/gs32/images/newin.png) | 圖書1. | Dattatreya, E. D.、Hotta, K.(1994)。Advance Interest Rate and Currency Swaps。New York:Probus Publishing Company。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Derosa, D. F.(1998)。Currency Derivatives。John Wiley & Sons, Inc.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Dothan, M. U.(1992)。Prices in Financial Markets。New York:Oxford University Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Elliott, R.、Kopp, E.(1999)。Mathematics of Financial Markets。New York:Springer。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Musiela, M.、Rutkowski, M.(1997)。Martingale Methods in Financing Modeling。New York:Springer。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Jarrow, R. A.、Turnbull, S. M.(1996)。Derivative Securities。South-Western Publishing。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書論文1. | Marshall, J.、Yuyuenyonwatana, R.(2000)。Equity Swaps: Structures, Uses, and Pricing。Handbook of Equity Derivatives。New York:Wiley Publishing。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |