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2. | Black, Fischer(1976)。The Pricing of Commodity Contracts。Journal of Financial Economics,3(1/2),167-179。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Litzenberger, Robert H.(1992)。Swaps: plain and fanciful。Journal of Finance,47(3),831-851。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Bicksler, James、Chen, Andrew H.(1986)。An Economic Analysis of Interest Rate Swaps。The Journal of Finance,41(3),645-655。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Turnbull, S. M.(1987)。Swaps: A Zero Sum Game。Financial Management,16(1),15-22。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | 葉榮造(19911200)。換匯交易之探討。中央銀行季刊,13(4),68-76。 延伸查詢![new window](/gs32/images/newin.png) |
7. | 林忠(1989)。貨幣換匯交易。台北市銀月刊,20(9)。 延伸查詢![new window](/gs32/images/newin.png) |
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](/gs32/images/newin.png) |
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](/gs32/images/newin.png) |
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。 延伸查詢![new window](/gs32/images/newin.png) |
11. | Black, F.、Scholes, M.(1973)。The pricing of Options and Corporate Libabilities。Journal of Political Economy,81,637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Blac, D.、Pradham, M.(1991)。Debt-Equity Swaps as Bond Conversions: Implications for Pricing。Journal of Banking and Finance,15,29-41。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Brown, K.(1989)。Forward Swaps, Swap Options, and the Management of Callable Debt。Journal of Applied Corporate Finance,59-71。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Gray, Gawin(1991)。Timing the Swap as Rates Peak。Corporate Finance,77,11-13。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Ramaswamy, K.、Sandaresan, S.(1986)。The Valuation of Floating Rate Securities。Journal of Financial Economics,251-272。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Smith, C.、Smithson, C.、Wakemen, L.(1988)。The Market for Interest Rate Swap。Financial management,1988(Winter),34-44。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Smith, D.(1988)。The Pricing of Bull and Bear Floating Rate Note: an Application of Financial Engineering。Financial Management,1988(Winter),72-81。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Wilson, N.(1989)。Portfolio of Trouble。The Banker,1989(Aug.),9-13。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |