Valuation of Bank Deposit Insurance with Counterparty Default Risk
碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 104 === This thesis focuses on the optimal value of European vulnerable put option on the fair premium of deposit insurance. In particular, it considers the other liabilities in the capital structure of the option writer, and if the proportion of other liabilities...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/pc3jqn |