一、中文部份
1.王美玲(2004),「我國住宅抵押債權違約壓力忍受程度之研究-應用比例轉機模型(PHM)」,朝陽科技大學財務金融系碩士論文。
2.林宗漢(2004),「應用存活分析於不動產抵押債權證券評價之研究」,朝陽科技大學財務金融系碩士班碩士論文。
3.何澤蘭(1999),「台灣不動產抵押債券證券化之推行及評價」,台灣大學財務金融研究所碩士論文。4.吳政仲(2005)「應用競爭風險方法分析不動產抵押貸款債權證券評價之研究」,國立高雄應用科技大學金融研究所碩士論文。5.范志仁(2001),「住宅抵押貸款之債權證券化評價-二因子之Hull-White模型」,高雄第一科技大學金融營運系碩士班碩士論文。6.姜堯民(2003),「財務軟體應用」,三版,台北,新陸書局股份有限公司。
7.高心怡(2000),「結合HULL-WHITE利率模型與PHM提前清償模型評價CMO利率衍生性商品」,國立臺灣大學財務金融學研究所碩士論文。8.郭姿伶(2000),「住宅貸款之提前清償與逾期還款」,國立中正大學財務金融研究所碩士論文。9.陸文傑(2000),「抵押貸款證券之評價-Implied Prepayment之應用」,國立臺灣大學財務金融學研究所碩士論文。
10.張美華(2001),「住宅抵押債權證券化之探討-國內浮動利率貸款之評價」,國立中山大學財務管理研究所碩士論文。11.張義君(2002),「以數值方法評價商業不動產證券化」,國立政治大學財務管理研究所碩士論文。12.陳昆賢(2002),「不動產抵押權證券之評價研究-選擇權調整利差法之應用」,朝陽科技大學財務金融系碩士班碩士論文。13.黃至民(2002),「利率可調整之不動產抵押貸款證券之評價與分析-CIR利率模型與邏輯斯蹄提前還本模型之結合」,國立臺灣大學財務金融學研究所碩士論文。14.黃玉霜、周清桂、林哲群(2003),「應用動態提前清償模型評價住宅抵押貸款證券」,住宅學報,第十二卷第一期,第43-56頁。
15.廖柏媛(2001),「不動產抵押貸款證券化之分析與評價」,碩士論文,國立政治大學金融研究所。16.劉展宏、張金鶚(1999),「一般購屋貸款與首次購屋貸款提前清償之比較研究」,1999年中華民國住宅學會第八屆年會論文集,第177-195頁。
17.劉展宏(2002),「購屋貸款提前清償行為之研究」,2002年中華民國住宅學會第十一屆年會論文集,第393-415頁。
18.簡有志(2006)「國內不動產抵押貸款證券評價模式之研究-以高雄市國宅貸款為例」,國立屏東商業技術學院不動產經營系(所) 碩士論文。19.儲蓉(2004),「金融資產證券化理論與案例分析」,初版,台北,台灣金融研訓院。
二、英文部份
1.Boyle, P. P. (1977), Options: A Monte Carlo Approach, Journal of Finance Economic, Vol.4, pp.323-338.
2.Brunson, A. L., J. B. Kau, and D. C. Keenan(2001), A Fixed-Rate Mortgage Rate Valuation Model in Three State Variables, The Journal of Fixed Income, Vol.11, No.1,pp.17-28.
3.Cox, J.C., J.E.Ingersoll, and S.A.Ross(1985), A Theory of the Term Structure of Interest Rates, Econometrica, Vol.53, No.2, pp.385-407.
4.Davidson, A. S., and M.D. Herskovitz (1994), Mortgage-Backed Securities Investment Analysis & Advanced Valuation Technique, Chicago, Illinois: Probus Publishing.
5.Deng, Y.H., J.M.Quigley, and R.Van Order(1996), Mortgage Default and Low Downpayment Loans:The Costs of Public Subsidy, Regional Science and Urban Economics, Vol.26, pp.263-285.
6.Deng, Y.H.(1997), Mortgage termination:An Empirical Hazard Model with Stochastic Term Structure, Journal of Real Estate Finance and Economics, Vol.14, pp.309-331.
7.Dharan, V.G.(1997), Pricing Path-Dependent Interest Rate Contingent Claims Using A Lattice, The Journal of Fixed Income, Vol.7, pp.40-49.
8.Dunn, K.B., and J.J. McConnell(1981a), A Compare of Aoternative Models for Pricing GNMA Mortgage-Back Securities, Journal of Finance Vol.36, pp.471-484.
9.Dunn, K.B., and J.J.McConnell(1981b), Valuation of GNMA Mortgage-Backed Securities, Journal of Finance, Vol.36, pp.599-616.
10.Foster, C., and R. Van Order(1984), An Opiton-based Model of Mortgage Default, Housing Finance Review, Vol.3, No.4, pp.351-372.
11.Gardner, M. J., and D. L. Mills(1989), Evaluating the Likelihood of Default on Delinquent Loans, Financial Management, Vol.18, pp.55-63.
12.Hilliard, J. E., J. B. Kau, and V. C. Slawson(1998), Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique, Real Estate Economics, Vol. 26, No. 3, pp.431-468.
13.Hsu, Hsinan (1996), The Valuation of CBOT Mortgage-Backed Options, Journal of Financial Studies, Vol. 4, No. 1, pp.83-114.
14.Kau, J.B., and D.C. Keenan, and W.J. Muller, and J.F. Epperson(1992), A Generalized Valuation Model for Fixed-Rate Residential Mortgage, Journal of Money, Credit, and Banking, Vol.24, No.3, pp. 279-298.
15.Kau, J.B., D.C.Keenan, W.J.Muller III, and J.F. Epperson(1993), Option Theory and Floating-Rate Securities with a Comparison of Adjustable-and Fixed-Rate Mortgages, Journal of Business, Vol.66, No.4, pp.595-618.
16.Kau, J.B., and D.C. Keenan, and W.J. Muller III, and J.F. Epperson(1995), The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment, Journal of Real Estate Finance and Economies, Vol.11, pp.5-39.
17.McConnel, J. J., and M. Singh (1993), Valuation and Analysis of Collateralized Mortgage Obligations, Management Science, Vol. 39, No. 6, pp.692-708.
18.Smith, L.D., E.C. Lawrence, and S.M Sanchez(1996), A Comprehensive Model for Managing Credit Risk on Home Mortgage portfolios, Decision Sciences, Vol.27, No.2, pp.291-317.
19.Zorn, P.M.and M.J.Lea.(1989), Mortgage Borrower Repayment Behavior:A Microeconomic Analysis with Canadian Adjustable Rate Mortgage Data, Real Estate Economics, Vol.17, No.1, pp.118-136.