A General Framework for Valuing Loan Guarantee of BanksUsing Barrier Option Approaches
碩士 === 國立中央大學 === 財務金融研究所 === 96 === Our study focuses on a general framework for valuing the loan guarantee of banks.Based on Chen et al. (2006), the bank’s asset portfolio consists of several loans and the banks lend several correlated corporate firms the loans. So that the bank’s asset value is t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/35170654301608774234 |