本論文主要目標為發展金融互換的定價模型。既是欲建立量化模型，首要

工作在於對量化對象 --- 金融互換工具的實際特性， 實務上的運作，有

瞭解與掌握，再輔以必要的數量基礎，方不致於`` 失真 '' 。本文共分

五章首章為緒論，第二章為對金融互換工具的全盤認識，試圖由金融互換

的契約切入，進而歸納分類要件，演化及最終種類，最後提出定價時的幾

個思維面向(Dimensions )。第三章為文獻回顧，指出金融互換定價模型

的基礎，為建立在具浮動利率金融工具的定價模型上。 第四章為發展理

論模型基礎及數值分析結果。第五章為結論。

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