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題名:利率交換期貨與利率交換期貨選擇權之探討
書刊名:證券市場發展季刊
作者:黃達業 引用關係
出版日期:1993
卷期:18
頁次:頁57-87
主題關鍵詞:交換利率期貨選擇權
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(0) 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:0
  • 點閱點閱:54
期刊論文
1.Wall, L. D.、Pringle, J. J.(1989)。Alternative Explanations of Interest Rate Swaps: An Empirical Analysis。Financial Management,18,59-73。  new window
2.Black, Fischer(1976)。The Pricing of Commodity Contracts。Journal of Financial Economics,3(1/2),167-179。  new window
3.Litzenberger, Robert H.(1992)。Swaps: plain and fanciful。Journal of Finance,47(3),831-851。  new window
4.Bicksler, James、Chen, Andrew H.(1986)。An Economic Analysis of Interest Rate Swaps。The Journal of Finance,41(3),645-655。  new window
5.Turnbull, S. M.(1987)。Swaps: A Zero Sum Game。Financial Management,16(1),15-22。  new window
6.葉榮造(19911200)。換匯交易之探討。中央銀行季刊,13(4),68-76。new window  延伸查詢new window
7.林忠(1989)。貨幣換匯交易。台北市銀月刊,20(9)。  延伸查詢new window
8.黃達業(19930200)。利率交換交易選擇權的理論與應用。臺北銀行月刊,24(2)=281,10-30。  延伸查詢new window
9.黃達業(19930100)。銀行投資組合的新金融工具--swap之介紹。臺灣證券,36,25-41。  延伸查詢new window
10.黃達業(19930100)。外匯期貨選擇權及其在外匯風險管理策略上之應用。證券市場發展季刊,17,19-46。new window  延伸查詢new window
11.Black, F.、Scholes, M.(1973)。The pricing of Options and Corporate Libabilities。Journal of Political Economy,81,637-654。  new window
12.Blac, D.、Pradham, M.(1991)。Debt-Equity Swaps as Bond Conversions: Implications for Pricing。Journal of Banking and Finance,15,29-41。  new window
13.Brown, K.、Smith, D.(1988)。Recent Innovations in Interest Rate Risk Management and the Reintermediation of Commercial Banking。Financial Management,1988(Winter),45-58。  new window
14.Brown, K.(1989)。Forward Swaps, Swap Options, and the Management of Callable Debt。Journal of Applied Corporate Finance,59-71。  new window
15.Gray, Gawin(1991)。Timing the Swap as Rates Peak。Corporate Finance,77,11-13。  new window
16.Ramaswamy, K.、Sandaresan, S.(1986)。The Valuation of Floating Rate Securities。Journal of Financial Economics,251-272。  new window
17.Smith, C.、Smithson, C.、Wakemen, L.(1988)。The Market for Interest Rate Swap。Financial management,1988(Winter),34-44。  new window
18.Smith, D.(1988)。The Pricing of Bull and Bear Floating Rate Note: an Application of Financial Engineering。Financial Management,1988(Winter),72-81。  new window
19.Wilson, N.(1989)。Portfolio of Trouble。The Banker,1989(Aug.),9-13。  new window
20.Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。  new window
會議論文
1.黃達業(1992)。銀行帳外資產負債管理之新要角--交換交易選擇權(swaption)--的評價探討。1992年銀行管理研討會。  延伸查詢new window
2.黃達業(1993)。九〇年代財務管理教育的新領域--財務工程與金融創新之探討。1993年第五屆中華民國管理教育研討會。  延伸查詢new window
研究報告
1.Hwang, D. Y.、Jou, J. B.(1993)。A Pedagogic Complement on Black's "How We Came Up with the Option Formula"。National Taiwan University。  new window
圖書
1.Beidleman, C. R.(1991)。The Interest Rate Swaps。Richard D. Inoin, INC.。  new window
2.Beidleman, C. R.(1992)。The Cross Currency Swaps。Richard D. Irwin, INC。  new window
其他
1.Widder, Pat(19920622)。Trillions at Stake in the Swap Markets。  new window
圖書論文
1.(1991)。CBOT。Reference Guide of Swap Futures。  new window
2.Smith, C.、Smithson, C.、Wakemen, L.(1991)。The Evolving Market for Swaps。New Developments in Commercial Banking。Basic Blackewell Ltd.。  new window
 
 
 
 
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