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2. | Finnerty, J. D.(1993)。Interpreting SIGNs。Financial Management,22。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Jarrow, R. A.、Turnbull, S. M.(1995)。Pricing Derivative on Financial Securities Subject to Credit Risk。Journal of Finance,1,53-85。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | 廖四郎、康榮寶、張嘉倩(20030700)。保本型票券之訂價及避險策略。證券暨期貨管理,21(7),52-68。 延伸查詢![new window](/gs32/images/newin.png) |
5. | Chance, D. M.、Broughton, J. B.(1988)。Market Index Depository Liabilities: Analysis, Interpretation, and Performance。Journal of Financial Services Research,1(4),335-352。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Chiarella, C.、Kwon, O. K.(2001)。Classes of Interest Rate Models under the HJM Framework。Asia-Pacific Financial Markets,8(1),1-22。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Hull, John、White, Alan(1993)。One-factor interest-rate models and the valuation of interest-rate derivative securities。The Journal of Financial and Quantitative Analysis,28(2),235-254。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Chen, K. C.、Sears, R. Stephen(1990)。Pricing the SPIN。Financial Management,19(2),36-47。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Chen, A. H.、Keinsinger, J. W.(1990)。An Analysis of Market-index Certificates of Deposit。Journal of Financial Services Research,4(2),93-110。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | 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) |
11. | Levy, Edmond(1992)。Pricing European Average Rate Currency Options。Journal of International Money and Finance,11(5),474-491。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | 廖四郎、王昭文(20030900)。The Valuation and Hedging Strategy of High Yield Notes。經濟論文,31(3),333-367。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |