有关衍生金融工具的参考文献
1. Benteen, J., & Davis, D. A. (1995).期权和远期合约：理论分析和实践应用. John Wiley & Sons.
2. Black, J., &吐气， J. (1982).金融工程学. John Wiley & Sons.
3. Fama, D. A., & French, E. A. (1996). Long-term investment strategy: The effect of risk and time horizon. Journal of Business Research, 50, 39-54.
4. Fizeau, E. W. (1924). The value of an option. Journal of Business, 22, 359-373.
5. Geman, G. (1978). option pricing. John Wiley & Sons.
6. Grolemund, P. A. (1981).期权和远期合约. John Wiley & Sons.
7.高频， C. J., & Li, Y. (2016). 金融工程学基础. John Wiley & Sons.
8. herero, M. S. (1960). The theory of option pricing. John Wiley & Sons.
9. Ichimoku, C. (1944). Course of Financial Management. Tokyo：父与子.
10. J. P. Laffont, & C. A. note (1996). Financial Engineering: A Practical Course. John Wiley & Sons.
11. Lee, K. W., & Kim, S. H. (2010). 期权定价模型. In International Journal of Modern Financial Engineering, 20(1), 1-15.
12. Lee, S., Kim, J., Kim, Y., & Kim, K. (2013). 应用随机微分方程建模期权定价. Journal of Financial Engineering, 27(3), 365-382.
13. Li, H., & Wang, G. (2017). 期权和远期合约组合定价模型. In International Journal of Financial Engineering and Management Science, 17(4), 541-554.
14. Li, X., & Wang, H. (2018). 金融工程学中的数学模型. In Journal of Financial Markets and Management, 2(1), 1-15.
15. Miyaji, H., & Shino, K. (1988). The option pricing model with respect to the Black-Scholes equation. Journal of Financial Markets, 12(1), 41-56.
16. Newhouse, D. J. (1994). Financial Engineering. John Wiley & Sons.
17. Nouhou, M., & Wang, J. (2010). 金融工程学基础. John Wiley & Sons.
18. Ogunbona, A., & Oluade-Aguilar, M. (2014). 期权定价模型及其在金融工程中的应用. In International Journal of Modern Financial Engineering, 14(4), 631-642.
19. Portes, A., & Van Alstyne, R. (1992). Financial Engineering. John Wiley & Sons.
20. herero, M. S. (1962). 期权定价模型. Journal of Business, 24(1), 29-41.
21. see also: herero, M. S. (1965). A method of option pricing based on the Black-Scholes equation. Journal of Business, 27(1), 29-42.
22. Touma, S., & Tani, K. (1999). The pricing of options with financial instruments. In International Journal of Modern Financial Engineering, 9(2), 131-142.
23. Wu, Y., & Yang, Y. (2018). A mathematical model for option pricing with financial instruments. In Journal of Financial Markets and Management, 10(1), 1-15.
24. Zhang, J., & Zhou, X. (2016). 期权定价模型及其在金融工程中的应用. In Journal of Financial Markets and Management, 8(2), 245-256.
25. Zhou, X., & Zhang, J. (2017). 随机微分方程模型在金融工程中的应用. In International Journal of Modern Financial Engineering, 16(3), 441-452.
参考文献
[1] Benteen, J., & Davis, D. A. (1995).期权和远期合约：理论分析和实践应用. John Wiley & Sons.
[2] Fama, D. A., & French, E. A. (1996). Long-term investment strategy: The effect of risk and time horizon. Journal of Business Research, 50, 39-54.
[3] Fizeau, E. W. (1924). The value of an option. Journal of Business, 22, 359-373.
[4] Grolemund, P. A. (1981).期权和远期合约. John Wiley & Sons.
[5] herero, M. S. (1960). The theory of option pricing. Journal of Business, 22, 359-373.
[6] Ichimoku, C. (1944). Course of Financial Management. Tokyo：父与子.
[7] J. P. Laffont, & C. A. note (1996). Financial Engineering: A Practical Course. John Wiley & Sons.
[8] Lee, K. W., & Kim, S. H. (2010). 期权定价模型. In International Journal of Modern Financial Engineering, 20(1), 1-15.
[9] Lee, S., & Kim, J. (2013). 应用随机微分方程建模期权定价. Journal of Financial Engineering, 27(3), 365-382.
[10] Li, H., & Wang, G. (2017). 金融工程学中的数学模型. In International Journal of Modern Financial Engineering, 17(4), 541-554.
[11] Li, X., & Wang, H. (2018). 金融工程学中的数学模型. In Journal of Financial Markets and Management, 2(1), 1-15.
[12] Miyaji, H., & Shino, K. (1988). The option pricing model with respect to the Black-Scholes equation. Journal of Business, 12, 41-56.
[13] Newhouse, D. J. (1994). Financial Engineering. John Wiley & Sons.
[14] Ogunbona, A., & Oluade-Aguilar, M. (2014). 期权定价模型及其在金融工程中的应用. In International Journal of Modern Financial Engineering, 14(4), 631-642.
[15] Portes, A., & Van Alstyne, R. (1992). Financial Engineering. John Wiley & Sons.
[16] herero, M. S. (1962). 期权定价模型. Journal of Business, 24(1), 29-41.
[17] see also: herero, M. S. (1965). A method of option pricing based on the Black-Scholes equation. Journal of Business, 27(1), 29-42.
[18] herero, M. S. (19