The Cost of Deposit Insurance with Stochastic Interest Rate:Forbearance and Examination Schedule
碩士 === 銘傳大學 === 財務金融學系碩士班 === 93 === Abstract The study estimates the costs of deposit insurance of Taiwan’s banks by using the Merton’s (1977) option pricing model. We use the Duan, Moreau and Sealey’s(1995) model by applying the Vasicek process into option pricing model. Then, we applies Duan’s (1...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92q98t |