臺大管理論叢 NTU Management Review VOL.27 NO.1

台灣衍生性金融商品定價、避險與套利文獻回顧與展望

304

葉仕國

國立臺灣大學財務博士，現任國立中興大學財務金融學系特聘教授。主要研究領

域為衍生性金融商品評價、避險與實證研究、財務工程、風險管理、債券市場分析等，

論文發表於

Journal of Financial and Quantitative Analysis

、

Journal of Banking and

Finance

、

Journal of Fixed Income

、

Pacific-Basin Finance Journal

、《財務金融學刊》、《證

券市場發展季刊》、《臺大管理論叢》、《管理學報》等國內外傑出學術期刊。

Shih-Kuo Yeh got his finance PhD from National Taiwan University, Taiwan. He is a

Distinguished Professor of the Department of Finance, National Chung-Hsing University,

Taiwan. His research interests include derivatives pricing and hedging, empirical derivatives

research, financial engineering, risk management, bond market analysis, etc. His works have

appeared in Journal of Financial and Quantitative Analysis, Journal of Banking and Finance,

Journal of Fixed Income, Pacific-Basin Finance Journal, Journal of Financial Studies, Review

of Securities and Futures Markets, NTU Management Review, and Journal of Management.

感謝兩位匿名審查人及總編輯提供寶貴建議。本文亦承蒙行政院科技部部分經費補助（計畫編號：

100-2628-H-002-006-MY4

），謹此致謝。

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