| 期刊論文1. | Whaley, Robert E.(1982)。Valuation of American Call Options on Dividend-Paying Stocks: Empirical Tests。Journal of Financial Economics,10(1),29-58。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Black, F.(1975)。The Fact and Fantasy in the Use of Options。Financial Analysts Journal,31(4),36-41+61-72。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Garman, Mark B.、Klass, Michael J.(1980)。On the Estimation of Security Price Volatility from Historical Data。Journal of Business,53(1),67-78。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Galai, D.(1977)。Tests of Market Efficiency of the Chicago Board Option Exchange。The Journal of Business,50,167-197。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Hauser, S.、Lauterbach, B.(1997)。The Relative Performance of Five Alternative Warrant Pricing Models。Journal of Financial Analysts,1997(Jan./Feb.),55-61。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | MacBeth, J. D.、Merville, L. J.(1979)。An Empirical Examination of the Black-Scholes Call Option Pricing Model。Journal of Finance,34(5),1173-1186。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Roll, Richard(1977)。An Analytic Valuation Formula for Unprotected American Call Options on Stocks with Known Dividends。Journal of Financial Economics,5(2),251-258。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Whaley, Robert E.(1981)。On the valuation of American call options on stocks with known dividends。Journal of Financial Economics,9,207-212。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Lauterbach, Beni、Schultz, Paul(1990)。Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives。Journal of Finance,45(4),1181-1209。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Figlewski, Stephen(1989)。What does an Option Pricing Model Tell us about Option Prices?。Financial Analysts Journal,45(5),12-15。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Swidler, Steve、Diltz, J. David(1992)。Implied Volatilities and Transaction Costs。Journal of Financial & Quantitative Analysis,27(3),437-447。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Smith, Clifford W. Jr.(1976)。Option Pricing: A Review。Journal of Financial Economics,3,3-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Black, Fischer(1989)。How We Came up with the Option Formula。The Journal of Portfolio Management,1989(Winter),4-80。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Chiras, Donald P.、Manaster, Steven(1978)。The Information Content of Option Prices and a Test of Market Efficiency。Journal of Financial Economics,6(2/3),213-234。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Beckers, S.(1980)。The Constant Elasticity of Variance Model and Its Implication for Option Pricing。Journal of Finance,35,661-673。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 16. | Beckers, S.(1981)。Standard Deviations in Option Prices as Predictors of Future Stock Price Variability。Journal of Banking and Finance,5,363-381。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 17. | Black, F.、Scholes, M.(1972)。The Valuations of Option Contracts and a Test of Market Efficiency。Journal of Finance,27,399-417。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 18. | Ferri, M.、Kremer, J.、Oberhelman, H.(1986)。An Analysis of Models for Pricing Corporate Warrants。Advances in Futures and Options Research,1A,201-226。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 19. | Geske, R.、Roll, R.(1984)。On Valuing American Call Options with the Black-Scholes European Formula。Journal of Finance,39,443-455。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 20. | Geske, R.、Roll, R.、Shastri, K.(1983)。Over-the Counter Option Market Dividend Protection and Biases in the Black and Scholes Model: A Note。Journal of Finance,38(4),271-1277。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 21. | Long, M.、Officer, D.(1997)。The Relationship Between Option Mispricing and Volume in the Black-Scholes Options Model。Journal of Financial Research,20(1),1-12。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 22. | MacBeth, J.、Merville, L.(1980)。Tests of the Black-Scholes and Cox Call Options Valuation Model。Journal of Finance,35(2),285-303。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 23. | Noreen, E.、Wolfson, M.(1981)。Equilibrium Warrant Pricing Model and Accounting for Executive Stock Options。Journal of Accounting Research,1981(Autumn),384-398。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 24. | Rubinstein, M.(1985)。Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978。Journal of Finance,40(2),455-480。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 25. | Schmalensee, R.、Trippi, R.(1978)。Common Stock Volatility Exceptions Implied by Option Premia。Journal of Finance,33(1),129-147。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 26. | Veld, C.、Verboven, A.(1995)。An Empirical Analysis of Warrant Prices versus Long-term Call Option Prices。Journal of Business Finance and Accounting,22(8),1125-1146。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 27. | Merton, Robert C.(1976)。Option Pricing When Underlying Stock Returns Are Discontinuous。Journal of Financial Economics,3(1),125-144。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 28. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 29. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 30. | Parkinson, Michael(1980)。The extreme value method for estimating the variance of the rate of return。Journal of Business,53(1),61-65。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Cootner, P. H.(1964)。The Random Character of Stock Market Prices。Cambridge, MA:M.I.T. Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Cox, John C.、Rubinstein, Mark(1985)。Options Markets。Englewood Cliffs, New Jersey:Prentice-Hall。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Stoll, Hans R.、Whaley, Robert E.(1993)。Futures and Options: Theory and Applications。Cincinnati, Ohio:South-Western Publishing Company。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | 滑明曙(1997)。選擇權估價理論。台北:華泰書局。 延伸查詢![new window](/gs32/images/newin.png) | 5. | Dubofsky, D. A.(1992)。Options and Financial Futures: Valuation and Uses。McGraw-Hill, Inc.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Edwards, F. R.、Ma, Cindy W.(1992)。Futures and Options。NY:McGraw-Hill。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Blank, Steven C.、Carter, Colin A.、Schmiesing, Brian H.(1991)。Futures and Options Markets: Trading in Commodities and Financials。Prentice-Hall。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | 李存修(1993)。選擇權之交易實務、投資策略與評價模型。台北:財圑法人中華民國證券暨期貨市場發展基金會。 延伸查詢![new window](/gs32/images/newin.png) | 9. | 陳松男(1996)。選擇權與期貨:衍生性商品理論與實務。台北:三民。 延伸查詢![new window](/gs32/images/newin.png) | 10. | Jarrow, R. A.、Turnbull, S. M.(1995)。Derivative Securities。South-Western。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Hull, J.(1995)。Introduction to Futures and Options Markets。Prentice-Hall。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Kolb, R.(1997)。Futures, Options, and Swaps。Blackwell。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Mason, S.、Merton, R.、Perold, A.、Tufano, P.(1995)。Case in Financial Engineering: Applied Studies of Financial Innovation。Upper Saddle River, N.J.:Prentice-Hall。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | Ritchken, P.(1987)。Derivative Markets: Theory, Strategy and Applications。HarperCollins。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Hull, John C.(1997)。Options, Futures, and Other Derivatives。Upper Saddle River, NJ:Prentice-Hall Inc.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書論文1. | Chicago Board Options Exchange(1995)。Chapter 1: History of Options。Options: Essential Concepts and Trading Strategies。IRWIN。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |