A barrier option utility framework for bank interest margin under government bailout
Ku-Jun Lin, Rosemary Jou & Tzu-Hao Lin
| Year of publication: |
2014
|
|---|---|
| Authors: | Lin, Ku Jun ; Jou, Rosemary ; Lin, Tzu-Hao |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 5.2014, 4, p. 144-154
|
| Subject: | barrier option | distressed asset purchases | bank interest margin | default risk | Optionsgeschäft | Option trading | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Zinsspanne | Interest margin | Zins | Interest rate | Bankenkrise | Banking crisis |
| 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/10010459727