A note on bank default risk under the Federal Deposit Insurance Corporation Improvement Act: A barrier cap option approach
碩士 === 淡江大學 === 國際企業學系碩士班 === 102 === Thesis proposes a framework for equity valuation of a regulated bank based on a path-dependent, barrier cap option model. A synergy banking proposal captured by a cap option, a gluing together of deposit-taking and lending, is a characteristic of bank interest...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xc7472 |