Page 365 - 現代銀行監理與風險管理(增修訂二版)
P. 365

第  14  章 市場風險    —— 市場風險的資本規範           347




               [10] Hanweck, Gerald A. and Bernard Shull (1996),            Interest Rate

                    Volatility.   New York: Irwin.
               [11] Hull, John C. (1993),      Options, Futures, and Other Derivative

                    Securities.   New Jersey: Prentice Hall.
   360   361   362   363   364   365   366   367   368   369   370