A Contingent Claim Analysis of a Rate-Setting Banking Firm

碩士 === 淡江大學 === 國際貿易學系 === 88 === With the financial liberalization, the government had gradually transferred the power of rate-setting to banking firm. Therefore, the banking firms transformed to be the rate-setter from the rate-taker. Sealey(1980) demonstrated that the portfolio-theoretic is not...

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Bibliographic Details
Main Authors: Chun-Chia Lin, 林峻嘉
Other Authors: Jyh-Horng Lin
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/75028536135696097252