期刊論文| 1. | Merton, R. C.(1977)。On the Pricing of Contingent Claims and the Modigliani-Miller Theorem。Journal of Financial Economics，5(2)，241-250。   |
| 2. | Weiss, L. A.(1990)。Bankruptcy Resolution: Direct Costs and Violation of Priority of Claims。Journal of Financial Economics，27，285-314。 |
| 3. | Eberhart, Allan C.、Moore, William T.、Roenfeldt, Rodney L.(1990)。Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings。The Journal of Finance，45(5)，1457-1469。 |
| 4. | Black, F.、Cox, J. C.(1976)。Valuing Corporate Securities: Some Effects of Bond Indenture Provisions。The Journal of Finance，31(2)，351-367。 |
| 5. | Duan, Jin-Chuan(1994)。Maximum Likelihood Estimation Using Price Data of The Derivative Contract。Mathematical Finance，4(2)，155-167。 |
| 6. | Geske, R.(1977)。The Valuation of Corporate Liabilities as Compound Options。Journal of Financial and Quantitative Analysis，12(4)，541-552。 |
| 7. | Litzenberger, Robert H.(1992)。Swaps: plain and fanciful。Journal of Finance，47(3)，831-851。 |
| 8. | Franks, J. R.、Torous, W. N.(1989)。An empirical investigation of U.S. firms in reorganization。Journal of Finance，44，747-769。 |
| 9. | Altman, E. I.(1992)。Revisiting the High-Yield Bond Market。Financial Management，21(2)，78-92。 |
| 10. | Bicksler, James、Chen, Andrew H.(1986)。An Economic Analysis of Interest Rate Swaps。The Journal of Finance，41(3)，645-655。 |
| 11. | Brown, K. C.、Harlow, W. V.、Smith, D. J.(1994)。An Empirical Analysis of Interest Rate Swap Spreads。The Journal of Fixed Income，3(4)，61-78。 |
| 12. | Brown, Keith C.、Smith, Donald J.(1993)。Default Risk and Innovations in the Design of Interest Rate Swaps。Financial Management，22(2)，94-105。 |
| 13. | Smith, C. W.(1988)。The Market for Interest Rate Swaps。Financial Management，17(4)，34-44。 |
| 14. | Turnbull, S. M.(1987)。Swaps: A Zero Sum Game。Financial Management，16(1)，15-22。 |
| 15. | Smith, Clifford W. Jr.、Warner, Jerold B.(1979)。On Financial Contracting: An Analysis of Bond Covenants。Journal of Financial Economics，7(2)，117-161。 |
| 16. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science，4(1)，141-183。 |
| 17. | Rabinovitch, Ramon(1989)。Pricing stock and bond options when the default free rate is stochastic。Journal of Financial and Quantitative Analysis，24(4)，447-457。 |
| 18. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 |
| 19. | Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics，5(2)，177-188。 |
研究報告| 1. | Betker, B. L.(1992)。Management Changes, Equity's Bargaining Power and Deviations from Absolute Priority in Chapter 11 Bankruptcies。The Ohio State University。 |
| 2. | Kim, I. J.、Ramaswamy, K.、Sundaresan, S.(1992)。The Valuation of Corporate Fixed Income Securities。New York University。 |
| 3. | Leland, H. E.(1993)。Corporate Debt Value, Bond Covenants, and Optimal Capital Structure。Berkeley：University of California。 |
| 4. | Longstaff, Francis A.、Schwartz, Eduardo S.(1993)。Valuing Risky Debt: A New Approach。 |