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題名:外幣計價之臺灣連動保本型票券訂價
書刊名:臺灣金融財務季刊
作者:黃玉娟 引用關係吳錦文
作者(外文):Huang, Yu-chuanWu, Chin-wen
出版日期:2007
卷期:8:3
頁次:頁1-21
主題關鍵詞:外幣計價之臺灣股權連動保本型票券違約風險隨機利率匯率風險Equity-linked principal guaranteed noteDefault riskStochastic interest ratesHedging strategy
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:2
  • 點閱點閱:49
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。  new window
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。  new window
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
4.Chen, K. C.、Sears, R. Stephen(1990)。Pricing the SPIN。Financial Management,19(2),36-47。  new window
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。  new window
6.Levy, Edmond(1992)。Pricing European Average Rate Currency Options。Journal of International Money and Finance,11(5),474-491。  new window
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。new window  延伸查詢new window
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。new window  new window
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
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
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
其他
1.Bennett, J. A., A. H., Chen and P. McGinness(1996)。An Analysis of Capital Guaranteed Funds。  new window
2.Black, F. and P. Karasinski(1991)。Bond and Option Pricing When Short Rates Are Lognormal。  new window
3.Chen, A. H. and J. W. Kensinger(1990)。An Analysis of Market-Index Certificates of Deposit。  new window
4.Chiarella, C. and O. K. Kwon(2001)。Classes of Interest Rate Models under the HJM Framework。  new window
5.Hull, J. and A. White(1993)。One Factor Interest Rate Models and the Valuation of Interest Rate Derivative Securities。  new window
6.Jarrow, R. A. and S. M. Turnbull(1995)。Pricing Derivative on Financial Securities Subject to Credit Risk。  new window
 
 
 
 
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