Page 395 - 國際金融市場實務
P. 395
參考文獻 385
參考文獻
1. 曾令寧、黃仁德 (2003),《現代銀行監理與風險管理》,增修訂二
版。台北: 台灣金融研訓院。
2. 歐陽勛、黃仁德 (2011),《國際貿易理論與政策》,修訂九版。台
北: 三民書局。
3. Black, F. (1976), “The Pricing of Commodity Contracts,” Journal of
Financial Economics, 3, pp. 167-179.
4. Black, F. and M. Scholes (1973), “The Pricing of Options and
Corporate Liabilities,” Journal of Political Economy, 81, pp. 637-654.
5. Black, F., E. Derman, and W. Toy (1990), “A One-Factor Model of
Interest Rates and Its Application to Treasury Bond Options,”
Financial Analysis Journal, January-February, pp. 33-39.
6. Bodurtha, J. N. and G. R. Courtadon (1987), “Test of American Option
Pricing Model on the Foreign Currency Options Market,” Journal of
Financial and Quantitative Analysis, 22, pp. 153-167.
7. Derman, E., D. Ergener, and I. Kani (1995), “ Static Options
Replication,” Journal of Derivatives, Summer, pp. 78-95.
8. Figlewski, S. (1994), “How to Lose Money in Derivatives,” Journal of
Derivatives, Winter, pp. 75-82.
9. Garman, M. B. and S. W. Kohlhagen (1983), “Foreign Currency Option
Values,” Journal of International Money and Finance, 2, pp. 231-253.
10. Geske, R. and K. Shastri (1986), “The Early Exercise of American
Puts,” Journal of Banking and Finance, 9, pp. 207-219.