臺大管理論叢 NTU Management Review VOL.27 NO.2

256 / 330

台灣衍生性金融商品市場實證與運用研究文獻回顧與展望
256
作者簡介
林丙輝
英國 Manchester University 商學院博士，現任國立中興大學財務金融學系特聘教
授。主要研究領域為財務工程、衍生性金融商品評價、避險與實證研究、投資組合管
理、債券市場分析等，論文發表於 Journal of Business Finance and Accounting、Journal
of Futures Markets、Journal of Business Research 、Review of Derivatives Research、《財
務金融學刊》、《證券市場發展季刊》、《臺大管理論叢》等國內外學術期刊。 Bing-
Huei Lin got his PhD in Finance from Manchester Business School, UK. He is a
Distinguished Professor of the Department of Finance, National Chung-Hsing University,
Taiwan. His research interests include financial engineering, derivatives pricing and hedging,
empirical derivatives research, investment portfolio anagement, bond market analysis, etc.
His works have appeared in Journal of Business Finance and Accounting, Journal of Futures
Markets, Journal of Business Research, Review of Derivatives Research, Journal of
Financial Studies, Review of Securities and Futures Markets, NTU Management Review,
and so on.
* 張森林
英國 Lancaster University 財務博士，現任國立臺灣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 Management Science、 Journal of Financial and Quantitative
Analysis、Journal of Banking and Finance、Journal of Futures Markets、《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。San-Lin Chung got his finance PhD from the Department of Accounting and Finance,
Lancaster University, UK. He is a Distinguished Professor of the Department of Finance,
National Taiwan 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 Management Science, Journal of Financial
and Quantitative Analysis, Journal of Banking and Finance, Journal of Futures Markets,
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。
* E-mail: