Government bailout return, bank interest margin, and banking stability in a option framework.
碩士 === 淡江大學 === 國際企業學系碩士班 === 102 === The barrier options theory of corporate security valuation is applied to the contingent claims of a bank in distress. This thesis examines the optimal bank interest margin, i.e., the spread between the loan rate and the deposit rate, when the distressed ban...
| 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/80444593200405546884 |