期刊論文| 1. | Merton, Robert C.(1971)。Optimum Consumption and Portfolio Rules in a Continuous-time Model。Journal of Economic Theory，3，373-413。   |
| 2. | Duan, Jin-Chuan(1994)。Maximum Likelihood Estimation Using Price Data of The Derivative Contract。Mathematical Finance，4(2)，155-167。 |
| 3. | Fisher, L.、Weil, R. L.(1971)。Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naïve and Optimal Strategies。The Journal of Business，44(4)，408-431。 |
| 4. | Koppenhaver, G. D.(1990)。An Empirical Analysis of Bank Hedging in Futures Markets。Journal of Futures Markets，10(1)，1-12。 |
| 5. | Ogden, J.(1987)。An Analysis of Yield Curve Notes。Journal of Finance，42(1)，99-110。 |
| 6. | 邱正雄(19760300)。貨幣市場操作的基本策略。臺北市銀月刊，7(3)，6-14。 延伸查詢 |
| 7. | 陳錦村、張麗娟(19930700)。臺灣公債之財務操作策略與績效評估。臺北銀行月刊，24(7)=286，8-25。 延伸查詢 |
| 8. | 陳錦村(19941100)。票券組合管理策略之模擬分析。管理科學學報，11(3)，371-396。 延伸查詢 |
| 9. | Bradley, Stephen P.、Crane, Dwight B.(1975)。Simulation of Bond Portfolio Strategies: Laddered Vs. Barbell Maturity Structure。Journal of Bank Research，6(2)，122-134。 |
| 10. | Brodt, Abraham I.(1988)。Optimal Bank Asset and Liability Management With Financial Futures。The Journal of Futures Markets，8，457-481。 |
| 11. | Fooladi, Iraj、Roberts, Gordon S.(1992)。Bond Portfolio Immunization: Canadian Tests。Journal of Economics and Business，44(1)，3-17。 |
| 12. | Booth, G. Geoffrey、Bessler, Wolfgang、Foote, William G.(1989)。Managing Interest-rate Risk in Banking Institution。European Journal of Operational Research，41(3)，302-313。 |
| 13. | Goldfarb, David R.(1987)。Hedging Interest Rate Risk in Banking。The Journal of Futures Markets，7，35-47。 |
| 14. | Howard, Charles T.、D'Antonio, Louis J.(1986)。Treasury Bill Futures as a Hedging Tool: A Risk-Return Approach。The Journal of Financial Research，9，26-39。 |
| 15. | Kane, Edward J.(1980)。Market Incompleteness and Divergences Between Forward and Futures Interest Rates。Journal of Finance，35(2)，221-234。 |
| 16. | Kopperhaver, G. D.(1984)。Selective Hedging of Bank Assets with Treasury Bill Futures Contracts。The Journal of Financial Research，7，105-119。 |
| 17. | Ma, Christopher K.、Mercer, Jeffrey M.、Walker, Matthew A.(1992)。Rolling Over Futures Contracts: A Note。The Journal of Futures Markets，12(2)，203-217。 |
| 18. | Malkiel, Burton G.(1962)。Expectation, Bond Prices, and the Term Structures of Interest Rates。The Quarterly Journal of Economics，76(2)，197-218。 |
| 19. | Mccabe, George M.、Selberg, Donald P.(1989)。Hedging in Treasury Bill Futures Market When the Hedged Instrument and the Deliverable Instrument are not Matched。The Journal of Futures Markets，9，529-537。 |
| 20. | Overdahl, James A.、Starleaf, Dennis R.(1986)。The Hedging Performance of the CD Futures Market。The Journal of Futures Markets，6，71-81。 |
| 21. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science，4(1)，141-183。 |
| 22. | 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。 |
| 23. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 |
| 24. | Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica，53(2)，385-407。 |
| 25. | Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics，5(2)，177-188。 |