| 期刊論文| 1. | 賀蘭芝(19920600)。臺灣地區金融證券化訂價模型--不動產抵押擔保證券之研究。臺灣銀行季刊，43(2)，197-241。 延伸查詢 | | 2. | Anderson, G. A.、Barber, J. R.、Chang, C. H.(1993)。Prepayment Risk and the Duration of Default-Free Mortgage-Backed Securities。Journal of Financial Research，1-9。  | | 3. | Brennan, M. J.、Schwartz, E. S.(1982)。An Equilibrium Model of Bond Pricing and A Test of Market Efficiency。Journal of Financial and Quantitative Analysis，301-329。 | | 4. | Brennan, M. J.、Schwartz, E. S.(1984)。A Two Factor Model of the Term Structure: An Approximate Analytical Solution。Journal of Financial and Quantitative Analysis，413-424。 | | 5. | Brennan, M. J.、Schwartz, E. S.(1986)。A Continuous Time Approach to the Pricing of Interest Rates on Mortgage Prepayments。Journal of Money, Credit, and Banking，41-59。 | | 6. | Carron, A. S.(1992)。Understanding CMOs, REMICs, and Other Mortgage Derivatives。Journal of Fixed Income，25-43。 | | 7. | Dunn, K. B.、McConnell, J. J.(1981)。Valuation of GNMA Mortgage-Backed Securities。Journal of Finance，599-616。 | | 8. | Green, J.、Shoven, J.(1986)。The Effects of Interest Rates on Mortgage Prepayments。Journal of Money, Credit, and Banking，41-59。 | | 9. | Hancock, M. R.(1992)。Risk and Reward in CMOs: An Interest Rate Volatility Approach。Journal of Fixed Income，51-66。 | | 10. | McConnell, J. J.、Singh, M.(1993)。Valuation and Analysis of Collateralized Mortgage Obligations。Management Science，692-709。 | | 11. | McConnell, J. J.、Singh, M.(1994)。Rational Prepayments and the Valuation of Collateralized Mortgage Obligations。Journal of Finance，891-921。 | | 12. | O'Brien, T. J.(1992)。Elementary Growth Model Valuation Expressions for Fixed-Rate Mortgage Pools and Derivatives。Journal of Fixed Income，68-79。 | | 13. | Schaefer, S.、Schwartz, E. S.(1984)。A Two-Factor Model of the Term Structure: An Approximate Analytical Solution。Journal of Financial and Quantitative Analysis，413-424。 | | 14. | Schwartz, E. S.、Torous, W. N.(1992)。Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities。Journal of Business，221-239。 | | 15. | Schwartz, E. S.、Torous, W. N.(1993)。Mortgage Prepayment and Default Decisions: A Poisson Regression Approach。Journal of American Real Estate and Urban Economics Association，21(4)，431-449。 | | 16. | 陳常沂(19921000)。談美國房屋貸款證券化之作業方式。證券市場發展，16，85-98。 延伸查詢 | | 17. | Ocampo, Juan M.、羅明聰(19900100)。資產證券化--資產擔保證券(ABCS)。臺北市銀月刊，21(1)=244，78-82。 延伸查詢 | | 18. | Chinloy, P.(1993)。Elective Mortgage Prepayment: Termination and Curtailment。Journal of the American Real Estate and Urban Economics Association，313-332。 | | 19. | Schwartz, E. S.、Torous, W. N.(1989)。Prepayment and the Valuation of Mortgage-Backed Securities。Journal of Finance，44(2)，375-392。 | | 20. | Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1992)。A Generalized Valuation Model for Fixed-Rate Residential Mortgages。Journal of Money, Credit and Banking，24(3)，279-299。 | 學位論文| 1. | 范麗雪(1992)。資產證券化之研究(碩士論文)。國立中正大學。 延伸查詢 | 圖書| 1. | 林世淵(1995)。不動產證券化。臺北國際商學出版社。 延伸查詢 | | 2. | 葉怡成(1998)。應用類神經網路。儒林圖書公司。 延伸查詢 | | 3. | Davidson, A. S.、Ho, T. S.、Lim, Y. C.(1994)。Collateralized Mortgage Obligations。Porbus Publishing Co.。 | | 4. | Fabozzi, F. J.(1995)。The Handbook of Mortgage-Backed Securities。Probus Publishing。 | | 5. | Dunn, K. B.、McConnell, J. J.(1996)。Bond Markets, Analysis and Strategies。Prentice Hall。 | |