A barrier option framework for rescue package designs and bank default risks
Chuen-Ping Chang
| Year of publication: |
2014
|
|---|---|
| Authors: | Chang, Chuen-ping |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 246-257
|
| Subject: | Barrier options | Rescue packages | Bank interest margin | Default risk | Optionsgeschäft | Option trading | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010419117