| 期刊論文| 1. | 林丙輝、葉仕國(19980700)。臺灣金融市場跳躍-擴散利率模型之實證研究。中國財務學刊，6(1)，77-106。 延伸查詢 | | 2. | Cooper, I. A.、Mello, A. S.(1996)。Default Risk and Derivative Products。Applied Mathematical Finance，3，53-74。  | | 3. | Das, S. R.、Tufano, P.(1995)。Pricing Credit Sensitive Debt When Interest Rates, Credit Ratings, and Credit Spreads Are Stochastic。Journal of Financial Engineering，5，161-198。 | | 4. | Duffie, D.、Singleton, K.(1999)。Modeling Term Structure of Defaultable Bonds。The Review of Finance Studies，12，687-720。 | | 5. | Fons, F.(199409)。Using Default Rates to Model the Term Structure of Credit Risk。Financial Analysts Journal，1287-1321。 | | 6. | Gardner, M. J.、Mills, D. L.(1989)。Valuating the Likelihood of Default on Delinquent Loans。Financial Management，18，55-63。 | | 7. | Harrison, J. M.、Pliska, S.(1981)。Martingales and Stochastic Integrals in the Theory of Continuous Trading。Stochastic Processes and Their Applications，11，215-260。 | | 8. | Jarrow, Robert A.、Lando, David、Turnbull, Stuart M.(1997)。A Markov Model for the Term Structure of Credit Spreads。Review of Financial Studies，10(2)，481-523。 | | 9. | Ramaswamy, K.、Sundaresam, S. M.(1986)。The Valuation of Floating-Rate Instruments: Theory and Evidence。Journal of Financial Economics，17，251-272。 | | 10. | Duffie, D.、Huang, M.(1996)。Swap Rates and Credit Quality。Journal of Finance，51(3)，921-949。 | | 11. | Duffee, Gregory R.(1998)。The Relation between Treasury Yields and Corporate Bond Yield Spreads。Journal of Finance，53(6)，2225-2241。 | | 12. | Lando, D.(1998)。On Cox processes and credit risky securities。Review of Derivatives research，2(2)，99-120。 | | 13. | Harrison, J. M.、Kreps, D. M.(1979)。Martingales and Arbitrage in Multiperiod Security Markets。Journal of Economic Theory，20(3)，381-408。 | | 14. | Duffie, Darrell、Singleton, Kenneth J.(1997)。An econometric model of the term structure of interest rate swap yields。Journal of Finance，52(4)，1287-1321。 | | 15. | Jarrow, Robert A.、Turnbull, Stuart M.(1995)。Pricing Derivatives on Financial Securities Subject to Credit Risk。Journal of Finance，50(1)，53-85。 | 研究報告| 1. | Collin-Dufresne, P.、Solnik, B.(1998)。On the Term Structure of Default Premia in the Swap and Libor Markets。Paris：Group HEC。 | | 2. | Madan, D.、Unal, H.(1993)。Pricing the Risks of Default。University of Maryland。 | | 3. | Schönbucher, P.(1997)。The Term Structure of Defaultable Bond Prices。University of Bonn。 | 學位論文| 1. | Lando, D.(1994)。Three essays on contingent claims pricing(博士論文)。Cornell University，Ithaca。 | | 2. | Martin, M.(1997)。Credit Risk in Derivative Products(博士論文)。University of London。 | 圖書| 1. | 蕭長瑞(2002)。銀行法令實務（一）--銀行法。臺北：華泰文化事業公司。 延伸查詢 | | 2. | Moyer, R. C.、Mcguigan, J. R.、Kretlow, W. J.(2001)。Contemporary Financial Management。South-Western College。 | | 3. | 陳木在、陳錦村(2001)。商業銀行風險管理。臺北：新陸書局股份有限公司。 延伸查詢 | 圖書論文| 1. | Lando, D.(1997)。Modeling Bonds and Derivatives with Default Risk。Mathematics of Derivatives Securities。Cambridge, U.K：Cambridge University Press。 | |