The Application of Jump Structural Model on Equity Value for Banks in USA
碩士 === 國立臺北大學 === 統計學系 === 102 === This study extends Merton (1977) option pricing method to combine equity value theory and structure. We investigate equity value data for banks over 2008-2012 in USA. In past studies, the distribution of stock log- return shows empirically some stylized facts, such...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/kgn8r7 |