PRICING OF DEPOSIT INSURANCE WITH BANKRUPTCY COST
博士 === 國立臺灣大學 === 財務金融學研究所 === 95 === We apply the isomorphic relationship between deposit insurance and the put option to derive the pricing model of deposit insurance with forbearance. Our put option formula is obtained under the assumption that there exists a bankruptcy cost to go along with the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27472419630170411518 |