Optimal Bank Interest Margin under Government Capital Injections, and Troubled-Loan Purchases: A Contingent Claim Analysis
碩士 === 淡江大學 === 國際企業學系碩士班 === 100 === We use a contingent claim analysis approach from Black and Scholes (1973) to explore how the optimal bank interest margin and government interventions relates to one another under the global financial crisis of 2008. The main purposes of this thesis are the eff...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/35762910614059242818 |