中文部份:
1.陳松男(2002),「金融工程學」,華泰書局。
2.陳松男(2004),「結構型金融商品之設計及創新」,新陸書局。
3.陳松男(2005),「結構型金融商品之設計及創新(二)」,新陸書局。
4.陳彥禎(2003),「路徑相依及報償修改型利率連動債券之設計及分析」,國立政治大學金融所碩士論文。5.謝嫚綺(2004),「結構型債券之評價與分析」,國立政治大學金融所碩士論文。6.許可甄(2004),「Hull and White模型下利率連動債券與股權連動債券之評價與分析」,國立政治大學金融所碩士論文。7.張瑞珍(2004) ,「信用連結票券之評價」,國立暨南大學財務金融所碩士論文。8. 葉煥文、李悅豪、陸宏銘(2003) ,「信用衍生性金融商品研究」,中華民國證券商業同業公會委託研究報告。
英文部份:
1. Black, Fischer, and John C. Cox, 1976, “Valuing corporate securities: some effects of bond indenture provisions,” Journal of Finance 31, 351-367.
2. Brigo, D., and F. Mercurio. 2001. Interest Rate Models: Theory and Practice. New York: Springer-Verlag.
3. Darrell Duffie and Kenneth J. Singleton(1999), ”Modeling Term Structures of Defaultable Bonds ”,The Review of Financial Studies Special, Vol. 12, No.4, pp.687-720
4. Francis A. Longstaff(2002) , ” The Flight-to-liquidity Premium in U.S. Treasury Bond Prices ”, National Bureau Of Economic Research Working Paper Series
5. Hull, J., and A. White(1994), ”Numerical Procedures for Implementing Term Structure Models I:Single-Factor Models ”, Journal of Derivatives, 2, 1, pp.7-16.
6. Hull, J., and A. White(1996), ”Using Hull and White Interest Rate Trees ”, Journal of Derivatives, 3, 3, pp.26-36.
7. Jarrow, Robert, David Lando, and Stuart Turnbull, 1997, “A Markov model for the term structure of credit spread,” Review of Financial Studies 10, 481- 523.
8. Lando, David, 1994, “Three essays on contingent claims pricing,” Ph.D. dissertation,Cornell University.
9. Li, D.(1998),“ Constructing a Credit Curve ”,Risk, pp.40-43.Merton, Robert, 1974, “On the pricing of corporate debt: The risk structure of interest rates,” Journal of Finance 29,449-470.
10. Satyajit Das(2000), ”Credit Derivatives and Credit Linked Notes”, pp.1-65