| 期刊論文1. | Chance, Don M.、Broughton, John 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) | 2. | Cox, J. C.、Ingersoll, J. E.、Ross, S. A.(1985)。A Theory of the Term Structure of Interest Rate。Econometrica,53(2),385-408。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | 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) | 4. | 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) | 5. | 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) | 6. | 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) | 7. | 廖四郎、王昭文、吳錦文(20060100)。隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略。證券市場發展季刊,17(4)=68,191-220。 延伸查詢![new window](/gs32/images/newin.png) | 8. | 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) | 學位論文1. | 劉台芬(2002)。保本型高收益債券結構與評價(碩士論文)。國立臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) | 2. | 廖志峰(1999)。保本基金之設計與評價(碩士論文)。國立中央大學。 延伸查詢![new window](/gs32/images/newin.png) | 3. | 江明鐘(1996)。保本信託基金之評價與分析:以怡富日本美元還本收益基金為例(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) | 其他1. | Bennett, J. A., A. H., Chen and P. McGinness(1996)。An Analysis of Capital Guaranteed Funds。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Black, F. and P. Karasinski(1991)。Bond and Option Pricing When Short Rates Are Lognormal。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Chen, A. H. and J. W. Kensinger(1990)。An Analysis of Market-Index Certificates of Deposit。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Chiarella, C. and O. K. Kwon(2001)。Classes of Interest Rate Models under the HJM Framework。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Hull, J. and A. White(1993)。One Factor Interest Rate Models and the Valuation of Interest Rate Derivative Securities。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Jarrow, R. A. and S. M. Turnbull(1995)。Pricing Derivative on Financial Securities Subject to Credit Risk。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |