International Lending and Loan Portfolio Swaps: Focus versus Diversification
碩士 === 淡江大學 === 國際貿易學系國際企業學碩士班 === 97 === Should bank lending be focused or diversified? This thesis answers this question by examining the optimal loan rate determination based on an option-based model under multiple diversification sources: international lending and swap hedging. We provide the...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/58117864122860174923 |